Time series analysis and its applications
by Robert H Shumway, David S. Stoffer · first published 2000
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"Time Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty. The book is designed to be useful as a text for graduate-level students in the physical, biological, and social sciences and as a graduate-level text in statistics. Some parts may also serve as an undergraduate introductory course.". "Theory an
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Related to your 3rd link [0], we used Time Series Analysis and Its Applications [1] in my undergraduate time series class. They have a free version [2]. [0] http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm [1] http://www.stat.pitt.edu/stoffer/tsa3/ [2] http://www.stat.pitt.edu/stoffer/tsa3/tsa3EZ.pdf
on “Beginner's Guide to Time Series Analysis” ↗Larry Wasserman's All of Statistics is there at http://link.springer.com/book/10.1007/978-0-387-21736-9. Optimization by Lange is at http://link.springer.com/book/10.1007/978-1-4757-4182-7 Time Series Analysis and Its Applications by Shumway and Stoffer (http://link.springer.com/book/10.1007/978-1-4757-3261-0), who developed the EM tools for fitting state space models to time series by maximum likelihood, but were largely uncredited…
on “Springer Textbooks More Than 10 Years Old Available for Free Legal Download” ↗