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Wiley Introduction to Statistical Time Series: 230 (Wiley Series in Probability and Statistics)

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Description

The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. 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 samplestatistics, and difference equations, has been included.

Key Features

Introduction to Statistical Time Series (Wiley Series in Probability and Statistics)

Product type: ABIS_BOOK

Brand: Wiley

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
04 April 1996
Listed Since
09 February 2007

Barcode

No barcode data available

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