01384nam a22002177a 450000500170000000800410001702000180005802801330007608200150020910000190022424500610024325000160030426000340032030000490035449000480040350503380045152002790078965000160106865500630108470000190114720181203160434.0180531b        xxu||||| |||| 00| 0 eng d  a9780471552390  aInternational Book Distributorsb;Flat No.17,Prakash Apartments ,5 Ansari Road ,Daryaganj New Delhi-110002c;112299d;23/05/2018  a519.55 FUL  aWayne A Fuller  aIntroduction to statistical time seriesc/Wayne A Fuller  a2nd Edition  aNew York b: Wileyc, ©1996.  axxii, 698 pagesb : illustrations c; 25 cm.  aWiley series in probability and statistics.  aMoving 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.  aThis 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.  aMathematics  a Probabilities & applied mathematicsbTime-series analysis  aWayne A Fuller