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Introduction to Statistical Time Series
Hardcover
Series: Wiley Probability and Statistics, Book 230
ISBN13: 9780471552390
Publisher: Wiley-Interscience
Published: Dec 29 1995
Pages: 728
Weight: 2.51
Height: 1.75 Width: 6.42 Depth: 9.60
Language: English
* 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.
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