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Introduction to statistical time series /Wayne A Fuller

By: Wayne A FullerContributor(s): Wayne A FullerMaterial type: Text

TextPublisher 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 , ©1996Edition: 2nd EditionDescription: xxii, 698 pages : illustrations ; 25 cmISBN: 9780471552390Subject(s): MathematicsGenre/Form: Probabilities & applied mathematicsDDC 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	Date due	Barcode	Item holds
Costly Books	SNU LIBRARY	519.55 FUL (Browse shelf(Opens below))	Available	Costly		25164

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Previous	519.55 CHA The analysis of time series	519.550 CRY Time Series Analysis	519.55 DUR Time series analysis by state space methods	519.55 FUL Introduction to statistical time series	519.55 GOM Linear time series with Matlab and octave	519.55 HAM Time series analysis	519.55 HAM Time series analysis	Next

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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