Introduction to Statistical Time Series by Wayne A. Fuller - 9780471552390

Introduction to Statistical Time SeriesAuthor(s): Wayne A. Fuller\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471552390, 978-0471552390\nSynopsis\nThe 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.