Normal view MARC view ISBD view

Introduction to statistical time series / Wayne A. Fuller

Fuller, Wayne A.
Material type: materialTypeLabelBook; Format: print Series: Wiley series in probability and statistics.Publisher: New York [etc.] : John Wiley & Sons, 1996Edition: 2nd. ed.Description: XXII, 698 p.ISBN: 0-471-55239-9.Subject(s): Análisis de series temporales
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Home library Call number Status Loan Date due Barcode Item holds
Manuales (7 días) 03. BIBLIOTECA INGENIERÍA PUERTO REAL
519.2/FUL/int (Browse shelf) Available   Shelving location | Bibliomaps® MANUAL 3743666672
Fondo retirado 03. BIBLIOTECA INGENIERÍA PUERTO REAL
519.2/FUL/int (Browse shelf) Not for loan MANUAL 3702490728
Manuales (7 días) 03. BIBLIOTECA INGENIERÍA PUERTO REAL
519.2/FUL/int (Browse shelf) Available   Shelving location | Bibliomaps® MANUAL 3721198360
Fondo retirado 03. BIBLIOTECA INGENIERÍA PUERTO REAL
519.2/FUL/int (Browse shelf) Not for loan NO SE PRESTA 3721198422
Total holds: 0

Enhanced descriptions from Syndetics:

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.

Author notes provided by Syndetics

WAYNE A. FULLER is Distinguished Professor in the Departments of Statistics and Economics at Iowa State University. He is the author of Measurement Error Models and numerous articles in time series, survey sampling, and econometrics. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the Econometric Society, he received his PhD in agricultural economics from Iowa State University.

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha