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The Statistical Analysis of Time Series

ISBN: 978-0-471-04745-2
Paperback
704 pages
June 1994
List Price: US $181.00
Government Price: US $124.76
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This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

The Use of Regression Analysis.

Trends and Smoothing.

Cyclical Trends.

Linear Stochastic Models with Finite Numbers of Parameters.

Serial Correlation.

Stationary Stochastic Processes.

The Sample Mean, Covariances, and Spectral Density.

Estimation of the Spectral Density.

Linear Trends with Stationary Random Terms.

Appendices.

Bibliography.

Index.
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