Introduction to statistical time series
By: Wayne A. Fuller.
Edition: 2nd ed.
Series: Wiley series in probability and statistics
Publisher: Wiley
Published: 1996
Place of publication: New York; Chichester
Language: eng
Number of pages: 736
Description: 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.
Notes: Previous ed.: 1976.

Includes bibliography and index.