Title
Introduction to Statistical Time Series,Used
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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 seriesTo accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.
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This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
For more information, please visit www.P65Warnings.ca.gov.
- Q: What is the focus of 'Introduction to Statistical Time Series'? A: This book provides a comprehensive introduction to time series analysis, covering crucial topics such as nonstationary models, nonlinear estimation, and multivariate models, making it ideal for researchers in econometrics, engineering, and natural sciences.
- Q: Who is the author of this book? A: The author of 'Introduction to Statistical Time Series' is Wayne A. Fuller.
- Q: What edition of the book is available? A: The book is currently available in its second edition, which includes updates and new sections on various advanced topics.
- Q: What topics are covered in this book? A: Major topics include moving average and autoregressive processes, Fourier analysis, spectral theory, estimation methods, regression, and unit root processes.
- Q: Is this book suitable for beginners? A: Yes, the book includes review material for foundational concepts in Fourier analysis and large sample statistics, making it accessible to a wide range of readers.
- Q: What is the binding type of this book? A: The book is available in hardcover binding, which provides durability and a professional appearance.
- Q: How many pages does 'Introduction to Statistical Time Series' have? A: The book contains a total of 728 pages.
- Q: When was this book published? A: The book was published on January 2, 1995.
- Q: What condition is the book in? A: The book is in new condition, ensuring that it is in perfect shape for readers.
- Q: What is the category of this book? A: This book falls under the category of Probability & Statistics.