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Wayne A Fuller

Introduction to statistical time series /Wayne A Fuller - 2nd Edition - New York : Wiley , ©1996. - xxii, 698 pages : illustrations ; 25 cm. - Wiley series in probability and statistics. .

Moving Average and Autoregressive Processes.
Introduction to Fourier Analysis.
Spectral Theory and Filtering.
Some Large Sample Theory.
Estimation of the Mean and Autocorrelations.
The Periodogram, Estimated Spectrum.
Parameter Estimation.
Regression, Trend, and Seasonality.
Unit Root and Explosive Time Series.
Bibliography.
Index.

This second edition covers new developments in the analysis of statistical time series since the 1st edition was published in 1976. There is a considerable expansion of material, including added discussion of central limit theorems, estimation and generalized least squares.

ISBN: 9780471552390

Publisher. No.: International Book Distributors ;Flat No.17,Prakash Apartments ,5 Ansari Road ,Daryaganj New Delhi-110002

Subjects--Topical Terms:
Mathematics

Index Terms--Genre/Form:
Probabilities & applied mathematics--Time-series analysis

Dewey Class. No.: 519.55 FUL