Introduction To Statistical Time Series

$82.09 New In stock Publisher: CRC Press
SKU: SONG0471552399
ISBN : 9780471552390
Condition : Used
Price:
$82.09
Condition :

Shipping & Tax will be calculated at Checkout.
US Delivery Time: 3-5 Business Days.
Outside US Delivery Time: 8-12 Business Days.

Qty:
   - OR -   
Introduction to Statistical Time Series

Introduction to Statistical Time Series

The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, 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 samplestatistics, and difference equations, has been included.

Specification of Introduction to Statistical Time Series

GENERAL
AuthorWayne A. Fuller
BindingHardcover
LanguageEnglish
Edition2
ISBN-100471552399
ISBN-139780471552390
PublisherWiley-Interscience
Publication Date1995
DIMENSIONS
Height9.57 inch.
Length1.53 inch.
Width6.38 inch.
Weight2.6 pounds pounds.

Write a review


Your Name:


Your Email:


Your Review:

Note: HTML is not translated!

Rating: Bad           Good

Enter the code in the box below: