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Introduction to Statistical Time Series Book

Introduction to Statistical Time Series
Introduction to Statistical Time Series, , Introduction to Statistical Time Series has a rating of 4 stars
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  • Introduction to Statistical Time Series
  • Written by author Wayne A. Fuller
  • Published by Wiley, John & Sons, Incorporated, December 1995
  • 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
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Book Categories

Authors

Preface to the First Edition
Preface to the Second Edition
List of Principal Results
List of Examples
1Introduction1
2Moving Average and Autoregressive Processes21
3Introduction to Fourier Analysis112
4Spectral Theory and Filtering143
5Some Large Sample Theory214
6Estimation of the Mean and Autocorrelations308
7The Periodogram, Estimated Spectrum355
8Parameter Estimation404
9Regression, Trend, and Seasonality475
10Unit Root and Explosive Time Series546
Bibliography664
Index689


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