astsa swMATH ID: 11006 Software Authors: David Stoffer Description: astsa: Applied Statistical Time Series Analysis. Data sets and scripts for Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer, 3rd edition Homepage: http://cran.r-project.org/web/packages/astsa/index.html Source Code: https://github.com/cran/astsa Dependencies: R Related Software: R; itsmr; forecast; BayesDA; BayesSpec; spBayes; PRMLT; TSA; Matlab; fda (R); System Identification Toolbox; SLEX; SsfPack; Ox; fpp2; StFinMetrics; FinTS; GitHub; ismev; HSMClust Cited in: 293 Publications Standard Articles 2 Publications describing the Software, including 2 Publications in zbMATH Year Time series. A data analysis approach using R. Zbl 1425.62002Shumway, Robert H.; Stoffer, David S. 2019 Time series analysis and its applications. With R examples. 2nd ed. Zbl 1096.62088Shumway, Robert H.; Stoffer, David S. 2006 all top 5 Cited by 657 Authors 9 Shumway, Robert H. 7 Stoffer, David S. 7 Wikle, Christopher K. 6 Ombao, Hernando C. 4 Bhattacharya, Sourabh 4 Koopman, Siem Jan 4 Sun, Ying 3 Alencar, Airlane Pereira 3 Aue, Alexander 3 Boudou, Alain 3 Burman, Prabir 3 Euán, Carolina 3 Lund, Robert B. 3 Peña, Daniel 3 Taniguchi, Masanobu 3 Van Ackooij, Wim 3 Zhang, Shibin 2 Alonso, Andrés M. 2 Beccar Varela, Maria Pia 2 Beran, Jan 2 Böhm, Hilmar 2 Bondon, Pascal 2 Canel-Depitre, Béatrice 2 Cavanaugh, Joseph E. 2 Chen, Tianbo 2 Chow, Sy-Miin 2 Debón, Ana 2 Ding, Feng 2 Fan, Jianqing 2 Fiecas, Mark 2 Fokianos, Konstantinos 2 Gigi, S. 2 Govaert, Gérard 2 Hadj-Amar, Beniamino 2 He, Jiayi 2 Henry, Teague Rhine 2 Holan, Scott H. 2 Hooten, Mevin B. 2 Horváth, Lajos 2 Huang, DanYang 2 Huckstepp, Robert 2 Ionides, Edward L. 2 Kokoszka, Piotr S. 2 Kottas, Athanasios 2 Krafty, Robert Todd 2 Li, Zeda 2 Mariani, Maria Cristina 2 Molenaar, Peter C. M. 2 Montes, Francisco 2 Nunes, Matthew A. 2 Ooms, Marius 2 Pizzinga, Adrian 2 Prado, Raquel 2 Qin, Li 2 Romain, Yves 2 Samé, Allou 2 Shang, Pengjian 2 Steinebach, Josef G. 2 Taghipour, Atour 2 Tangirala, Arun K. 2 Timmer, Jens 2 Tliche, Youssef 2 Trindade, A. Alexandre 2 Tweneboah, Osei Kofi 2 von Sachs, Rainer 2 Zubelli, Jorge P. 1 Achic, Betsabé G. Blas 1 Agarwal, Arun 1 Agarwal, Ravi P. 1 Agüero, Juan-Carlos 1 Akbari, Mohammad Ghasem 1 Aknin, Patrice 1 Albarracin, Orlando Yesid Esparza 1 Algahtani, Obaid Jefain Julaighim 1 Alldredge, Mat W. 1 Allen, Nicholas B. 1 Almaguer, F-Javier 1 Almutawa, Jaafar 1 Alonso, Francisco Javier 1 Alonso, Hugo 1 Alqawba, Mohammed Sulaiman 1 Alraddadi, R. 1 Altaher, Alsaidi M. 1 Amano, Shigeaki 1 Amin, Ayman A. 1 Ananthasayanam, M. R. 1 Anderson, Sean R. 1 Ang, Shan Zheng 1 Angus, John E. 1 Anitescu, Mihai 1 Appadoo, S. S. 1 Arellano, Avelino 1 Arnold, Barry Charles 1 Aßmann, Christian 1 Attia, Hend 1 Auda, Hend A. 1 Avanzi, Benjamin 1 Azimmohseni, Majid 1 Aziz, Essam Fawzy 1 Baek, Changryong ...and 557 more Authors all top 5 Cited in 111 Serials 22 Computational Statistics and Data Analysis 13 Journal of Statistical Planning and Inference 12 Automatica 12 Statistics & Probability Letters 12 The Annals of Applied Statistics 9 Journal of Statistical Computation and Simulation 8 Journal of Multivariate Analysis 7 Journal of Econometrics 7 Journal of Applied Statistics 6 Psychometrika 6 Statistical Methodology 5 Physica A 5 Journal of the American Statistical Association 5 Communications in Statistics. Simulation and Computation 5 European Journal of Operational Research 5 Test 5 Electronic Journal of Statistics 4 Journal of Classification 4 Econometric Reviews 4 Computational Statistics 4 Stochastic Processes and their Applications 3 Journal of Mathematical Psychology 3 Journal of Economic Dynamics & Control 3 Multidimensional Systems and Signal Processing 3 Communications in Statistics. Theory and Methods 3 Chaos 3 Quantitative Finance 3 Springer Texts in Statistics 2 Biological Cybernetics 2 Bulletin of Mathematical Biology 2 The Annals of Statistics 2 Applied Mathematics and Computation 2 Physica D 2 Statistical Science 2 Signal Processing 2 Pattern Recognition 2 Bernoulli 2 Data Mining and Knowledge Discovery 2 Statistical Inference for Stochastic Processes 2 Methodology and Computing in Applied Probability 2 Advances and Applications in Statistics 2 ASTIN Bulletin 2 North American Actuarial Journal 2 Journal of Statistical Theory and Practice 2 Mathematical Geosciences 2 Journal of Computational and Graphical Statistics 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Sankhyā. Series B 2 Statistics and Computing 2 Journal of Theoretical Biology 2 Japanese Journal of Statistics and Data Science 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Journal of Engineering Mathematics 1 Journal of Fluid Mechanics 1 Journal of the Franklin Institute 1 Physics Letters. A 1 Annals of the Institute of Statistical Mathematics 1 British Journal of Mathematical & Statistical Psychology 1 International Journal of Mathematics and Mathematical Sciences 1 Mathematics and Computers in Simulation 1 Opsearch 1 Systems & Control Letters 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Revista Colombiana de Estadística 1 Statistics 1 Sequential Analysis 1 Journal of Scientific Computing 1 Neural Networks 1 Annals of Operations Research 1 Neural Computation 1 Economics Letters 1 Numerical Algorithms 1 Linear Algebra and its Applications 1 Mathematical Programming. Series A. Series B 1 Computational Economics 1 Statistical Papers 1 International Journal of Computer Vision 1 Computational and Applied Mathematics 1 Statistica Sinica 1 Lifetime Data Analysis 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Journal of Applied Mathematics and Decision Sciences 1 International Journal of Theoretical and Applied Finance 1 New Journal of Physics 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Environmental Research and Risk Assessment 1 Optimization and Engineering 1 Brazilian Journal of Probability and Statistics 1 Statistical Modelling 1 Sādhanā 1 OR Spectrum 1 Asia-Pacific Financial Markets 1 Thai Journal of Mathematics 1 Statistical Methods and Applications 1 Advances in Difference Equations ...and 11 more Serials all top 5 Cited in 21 Fields 234 Statistics (62-XX) 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Numerical analysis (65-XX) 26 Systems theory; control (93-XX) 24 Probability theory and stochastic processes (60-XX) 16 Biology and other natural sciences (92-XX) 15 Operations research, mathematical programming (90-XX) 10 Geophysics (86-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Computer science (68-XX) 8 Information and communication theory, circuits (94-XX) 4 General and overarching topics; collections (00-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year