Product Information
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.Product Identifiers
PublisherJohn Wiley & Sons Inc
ISBN-139780471552390
eBay Product ID (ePID)96082827
Product Key Features
Number of Pages728 Pages
LanguageEnglish
Publication NameIntroduction to Statistical Time Series
Publication Year1996
SubjectMathematics
TypeTextbook
AuthorWayne A. Fuller
FormatHardcover
Dimensions
Item Height240 mm
Item Weight1250 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorWayne A. Fuller
Series TitleWiley Series in Probability and Statistics