GW-WINKS swMATH ID: 7742 Software Authors: Woodward, Wayne A.; Gray, Henry L.; Elliott, Alan C. Description: Applied time series analysis Virtually any random process developing chronologically can be viewed as a time series. In economics, closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, this book includes examples across a variety of fields, develops theory, and provides software to address time series problems in a broad spectrum of fields. The authors organize the information in such a format that graduate students in applied science, statistics, and economics can satisfactorily navigate their way through the book while maintaining mathematical rigor. One of the unique features of this book is the associated software, GW-WINKS, designed to help students easily generate realizations from models and explore the associated model and data characteristics. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying frequencies (TVF), wavelets, and more. Other programs (some written in R and some requiring S-plus) are available on an associated website for performing computations related to the material in the final four chapters. Homepage: http://www.texasoft.com/atsa/ Related Software: astsa; R; Matlab; tswge; S-PLUS Cited in: 15 Publications all top 5 Cited by 22 Authors 5 Woodward, Wayne Anthony 4 Gray, Henry L. 3 Hesamian, Gholamreza 2 Akbari, Mohammad Ghasem 2 Elliott, Alan C. 2 Xu, Mengyuan 1 Chen, Yangquan 1 Cohlmia, Krista B. 1 Domański, Paweł D. 1 Hassler, Uwe 1 Holcapek, Michal 1 Killick, Rebecca 1 Kreinovich, Vladik Yakovlevich 1 Liu, Kai 1 Novák, Vilém 1 Perfilieva, Irina G. 1 Perry, Miranda 1 Rogoza, Walery 1 Torkian, Faezeh 1 Tunno, Ferebee 1 Xing, Yixun 1 Yarmohammadi, Masoud all top 5 Cited in 11 Serials 2 Communications in Statistics. Simulation and Computation 2 Computational and Applied Mathematics 2 Journal of Probability and Statistics 1 Applied Mathematics and Computation 1 Information Sciences 1 Journal of Time Series Analysis 1 Statistical Papers 1 Journal of Applied Statistics 1 Iranian Journal of Fuzzy Systems 1 Statistics: Textbooks and Monographs 1 Algorithms Cited in 5 Fields 15 Statistics (62-XX) 3 General and overarching topics; collections (00-XX) 2 Information and communication theory, circuits (94-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Citations by Year