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Introduction to statistical time series /

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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...

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Bibliographic Details
Main Author: Fuller, Wayne A.
Format: eBook
Language:English
Published: New York : Wiley, ©1996.
Edition:2nd ed.
Series:Wiley series in probability and statistics.
Subjects:
Time-series analysis.
Regression analysis.
Probabilities.
Statistics.
Regression Analysis
Probability
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:"A Wiley-Interscience publication."
Physical Description:1 online resource (xxii, 698 pages : : illustrations.)
Bibliography:Includes bibliographical references (pages 664-688) and index.
ISBN:9780470317754 (electronic bk.)
0470317752 (electronic bk.)