Gilgen H. Univariate Time Series in Geosciences: Theory and Examples

Springer-Verlag Berlin Heidelberg. 2006. — 734 p.This book is intended to be an introduction to the analysis of time series for students of Geosciences, who are assumed to have a mathematical background of at least two semesters calculus and one semester probability theory and statistics. I composed this book using LATEX together with macros made available by Springer-Verlag and also prepared all figures, except for Fig. 3.10, which is credited to S. Bischof. This book appears for the twentieth anniversary of preliminary and incomplete versions of Chaps. 2, 3, 4, 5, 6, 9 and 10 which I used in courses given to students of atmospheric and earth sciences at the Swiss Federal Institute of Technology (ETH) and the University, both in Zurich. The students learnt to estimate models for example time series (of these, the Basel temperature series has survived as can be seen in Table 1.1) and I learnt that clear definitions are important, obviously not a novel concept. My courses evolved together with the statistical software being available and also pertinent to teaching.