TY - BOOK AU - Wayne A Fuller AU - Wayne A Fuller TI - Introduction to statistical time series T2 - Wiley series in probability and statistics SN - 9780471552390 U1 - 519.55 FUL PY - 1996/// CY - New York PB - : Wiley KW - Mathematics KW - Probabilities & applied mathematics KW - Time-series analysis N1 - 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 N2 - 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 ER -