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Probability and Statistics Ser.: Introduction to Statistical Time Series by Wayne A. Fuller (1976, Hardcover)
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- Buy It NowIntroduction to Statistical Time Series Hardcover Wayne A. Fuller
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About this product
Product Identifiers
PublisherWiley & Sons, Incorporated, John
ISBN-100471287156
ISBN-139780471287155
eBay Product ID (ePID)2213274
Product Key Features
Number of Pages480 Pages
Publication NameIntroduction to Statistical Time Series
LanguageEnglish
Publication Year1976
SubjectProbability & Statistics / Regression Analysis, Probability & Statistics / Time Series
TypeTextbook
AuthorWayne A. Fuller
Subject AreaMathematics
SeriesProbability and Statistics Ser.
FormatHardcover
Dimensions
Item Weight29 Oz
Additional Product Features
LCCN76-006954
Dewey Edition20
IllustratedYes
Dewey Decimal519.55
Table Of ContentMoving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory of Time Series. Some Large Sample Theory. Estimation of the Mean and Autocorrelations. The Periodogram, Estimated Spectrum. Estimation for Autoregressive and Moving Average Time Series. Regression Trend and Seasonality.
SynopsisThe 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.
LC Classification NumberQA280
