Fuller, Wayne A.
Introduction to Statistical Time Series
Major topics include:
* Moving average and autoregressive processes
* Introduction to Fourier analysis
* Spectral theory and filtering
* Large sample theory
* Estimation of the mean and autocorrelations
* Estimation of the spectrum
* Parameter estimation
* Regression, trend, and seasonality
* Unit root and explosive time series
To accommodate a wide variety of readers, review material, especially on elementary results in Fourier analysis, large sample statistics, and difference equations, has been included.
- Author(s)
- Fuller, Wayne A.
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 1995
- Language
- en
- Edition
- 2
- Series
- Wiley Series in Probability and Statistics
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780470317754
- Printed ISBN
- 9780471552390