Introduction to Statistical Time Series - Couverture rigide

Fuller, Wayne A.

 
9780471552390: Introduction to Statistical Time Series
Couverture rigide
ISBN 10 : 0471552399 ISBN 13 : 9780471552390
Editeur : Wiley-Interscience, 1996

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

WAYNE A. FULLER is Distinguished Professor in the Departments of Statistics and Economics at Iowa State University. He is the author of Measurement Error Models and numerous articles in time series, survey sampling, and econometrics. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the Econometric Society, he received his PhD in agricultural economics from Iowa State University.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wiley-Interscience
Date d'édition
1996
Langue
anglais
ISBN 10 
0471552399
ISBN 13 
9780471552390
Reliure
Relié
Numéro d'édition
2
Nombre de pages
728
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780471287155: Introduction to Statistical Time Series

Edition présentée

ISBN 10 :  0471287156 ISBN 13 :  9780471287155
Editeur : John Wiley & Sons Inc, 1976
Couverture rigide