Introduction to Statistical Time Series (Wiley Series in Probability and Statistics) [9780471552390]

Overview

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.

The book, Introduction to Statistical Time Series (Wiley Series in Probability and Statistics) [Bulk, Wholesale, Quantity] ISBN#9780471552390 in Hardcover by Wayne A. Fuller may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.