Time Series A First Course with Bootstrap Starter 1st Edition

Time Series A First Course with Bootstrap Starter 1st Edition is a foundational text that serves as a comprehensive guide to understanding time series analysis. Authored by Tucker S. McElroy and Dimitris N. Politis, experts in the fields of time series analysis and mathematical statistics, this book caters to upper-level undergraduate and M.S. students seeking a balance of mathematical rigor, computational implementation, and ease of accessibility.

The book covers essential theoretical concepts in a rigorous mathematical manner while utilizing examples and exercises in R to demonstrate data analysis techniques. Readers with a basic grasp of mathematical statistics will find value in learning how to effectively analyze time series data and interpret the results.

Key topics explored in the book include linear filters, prediction methods, ARMA models, frequency domain techniques, entropy, and information theory as applied to time series modeling. The authors also delve into statistical inference, model fitting, and computational aspects of forecasting, emphasizing geometric concepts, frequency domain analysis, entropy maximization, and modern computer-intensive techniques like subsampling and the bootstrap method.

With a wide array of exercises, including those involving R coding and data analysis, readers have ample opportunities to hone their skills and deepen their comprehension of the subject matter. Supplemental resources such as a website offering key datasets, R code for examples, and exercise solutions enhance the overall learning experience for students utilizing this book.

About the Authors:
– Tucker S. McElroy: Senior Time Series Mathematical Statistician at the U.S. Census Bureau with extensive experience in time series research and software development.
– Dimitris N. Politis: Distinguished Professor of Mathematics at the University of California, San Diego, and Associate Director of the Halıcıoğlu Data Science Institute, renowned for his contributions to time series analysis.

### FAQ

1. What level of students is this book suitable for?
– This book is tailored for upper-level undergraduate and M.S. students with a foundational understanding of mathematical statistics.

2. Are there exercises in this book?
– Yes, the book contains over 600 exercises, including those requiring R coding and data analysis.

3. What supplemental resources are available with this book?
– Supplemental resources include a website providing key datasets, R code for examples, and solutions to exercises.

4. Who are the authors of this book?
– The authors of this book are Tucker S. McElroy and Dimitris N. Politis.

In conclusion, Time Series A First Course with Bootstrap Starter 1st Edition offers a valuable resource for students seeking to enhance their knowledge of time series analysis. Through its comprehensive coverage of theoretical concepts, practical examples, and modern data analysis techniques, this book equips readers with the necessary tools to navigate the complexities of time series data. Whether you are a student or a researcher in the field, this book stands as an indispensable asset for mastering time series analysis.