Title: Introduction to statistical time series
First published: 1996
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.
Subjects: Statistics, Series chronologiques, Probability, Regression analysis, Tijdreeksen, Regressionsanalyse, Analyse de regression, Series temporelles, Methodes statistiques, Time-series analysis, Zeitreihenanalyse