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fuller wa - introduction to statistical time series 2e

Introduction to Statistical Time Series 2e




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 04/1996
Edizione: 1995 2ª





Trama

The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, and the Kalman filter.

Major topics include: Moving average and autoregressive processes Introduction to Fourier analysis Spectral theory and filtering Large sample theory Estimation of the mean and autocorrelations Estimation of the spectrum Parameter estimation Regression, trend, and seasonality Unit root and explosive time series

To accommodate a wide variety of readers, review material, especially on elementary results in Fourier analysis, large sample statistics, and difference equations, has been included.











Altre Informazioni

ISBN:

9780471552390

Condizione: Nuovo
Collana: Wiley Series in Probability and Statistics
Dimensioni: 234 x 40 x 156 mm Ø 1126 gr
Formato: Copertina rigida
Pagine Arabe: 728


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