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Introduction to statistical time series /Wayne A Fuller

By: Contributor(s): Material type: TextTextPublisher number: International Book Distributors | ;Flat No.17,Prakash Apartments ,5 Ansari Road ,Daryaganj New Delhi-110002Series: Wiley series in probability and statisticsPublication details: New York : Wiley , ©1996.Edition: 2nd EditionDescription: xxii, 698 pages : illustrations ; 25 cmISBN:
  • 9780471552390
Subject(s): Genre/Form: DDC classification:
  • 519.55 FUL
Contents:
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.
Summary: 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.
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Item type Current library Call number Status Notes Barcode
Costly Books Costly Books SNU LIBRARY 519.55 FUL (Browse shelf(Opens below)) Available Costly 25164
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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.

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