Introduction to Statistical Time Series is popular PDF and ePub book, written by Wayne A. Fuller in 1976, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Introduction to Statistical Time Series can be Read Online from any device for your convenience.
Introduction to Statistical Time Series Book PDF Summary
The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, 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 sample statistics, and difference equations, has been included.
Detail Book of Introduction to Statistical Time Series PDF
- Author : Wayne A. Fuller
- Release : 19 September 1976
- Publisher : John Wiley & Sons
- ISBN : UOM:39076005221317
- Genre : Mathematics
- Total Page : 488 pages
- Language : English
- PDF File Size : 15,9 Mb
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