Téléchargez le livre : Introduction to Statistical Time Series

Introduction to Statistical Time Series

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Éditeur :

Wiley-Interscience


Collection :

Wiley Series in Probability and Statistics

Paru le : 2009-09-25

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201,45 €
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Description
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.
Pages
728 pages
Collection
Wiley Series in Probability and Statistics
Parution
2009-09-25
Marque
Wiley-Interscience
EAN papier
9780471552390
EAN PDF
9780470317754
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
728
Taille du fichier
25682 Ko
Prix
201,45 €

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