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.
- Författare
- Fuller, Wayne A.
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 1995
- Språk
- en
- Utgåva
- 2
- Serie
- Wiley Series in Probability and Statistics
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780470317754
- Tryckt ISBN
- 9780471552390