Introduction to Statistical Time Series, 2nd EditionISBN: 978-0-471-55239-0
Hardcover
728 pages
December 1995
 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.
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Moving Average and Autoregressive Processes.
Introduction to Fourier Analysis.
Spectral Theory and Filtering.
Some Large Sample Theory.
Estimation of the Mean and Autocorrelations.
The Periodogram, Estimated Spectrum.
Parameter Estimation.
Regression, Trend, and Seasonality.
Unit Root and Explosive Time Series.
Bibliography.
Index.
Introduction to Fourier Analysis.
Spectral Theory and Filtering.
Some Large Sample Theory.
Estimation of the Mean and Autocorrelations.
The Periodogram, Estimated Spectrum.
Parameter Estimation.
Regression, Trend, and Seasonality.
Unit Root and Explosive Time Series.
Bibliography.
Index.
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