{"product_id":"introduction-to-statistical-time-series-hardback-9780471552390","title":"Introduction to Statistical Time Series (Hardback) 9780471552390","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eIntroduction to Statistical Time Series\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eWayne A. Fuller (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471552390, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 4 April 1996\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e728 pages\u003cbr\u003e24.3 x 16.2 x 3.9 cm, 1.021 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThe 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.\u003cbr\u003e \u003cbr\u003e Major topics include:\u003cbr\u003e * Moving average and autoregressive processes\u003cbr\u003e * Introduction to Fourier analysis\u003cbr\u003e * Spectral theory and filtering\u003cbr\u003e * Large sample theory\u003cbr\u003e * Estimation of the mean and autocorrelations\u003cbr\u003e * Estimation of the spectrum\u003cbr\u003e * Parameter estimation\u003cbr\u003e * Regression, trend, and seasonality\u003cbr\u003e * Unit root and explosive time series\u003cbr\u003e \u003cbr\u003e To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eMoving Average and Autoregressive Processes.\u003cbr\u003e \u003cbr\u003e Introduction to Fourier Analysis.\u003cbr\u003e \u003cbr\u003e Spectral Theory and Filtering.\u003cbr\u003e \u003cbr\u003e Some Large Sample Theory.\u003cbr\u003e \u003cbr\u003e Estimation of the Mean and Autocorrelations.\u003cbr\u003e \u003cbr\u003e The Periodogram, Estimated Spectrum.\u003cbr\u003e \u003cbr\u003e Parameter Estimation.\u003cbr\u003e \u003cbr\u003e Regression, Trend, and Seasonality.\u003cbr\u003e \u003cbr\u003e Unit Root and Explosive Time Series.\u003cbr\u003e \u003cbr\u003e Bibliography.\u003cbr\u003e \u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52293507809560,"sku":"9780471552390","price":120.69,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471552390.jpg?v=1781643280","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/introduction-to-statistical-time-series-hardback-9780471552390","provider":"Freshly Printed Books","version":"1.0","type":"link"}