Introduction to Statistical Time Series
Fuller, Wayne A.
ISBN 10: 0471287156 ISBN 13: 9780471287155
Published by Wiley & Sons, Incorporated, John, 1976
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About this Item
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Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # GRP70251742
Synopsis:
The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, 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 the mean and autocorrelations
* Estimation of the spectrum
* Parameter estimation
* Regression, trend, and seasonality
* Unit root and explosive time series
To accommodate a wide variety of readers, review material, especially on elementary results in Fourier analysis, large sample statistics, and difference equations, has been included.
About the Author: WAYNE A. FULLER is Distinguished Professor in the Departments of Statistics and Economics at Iowa State University. He is the author of Measurement Error Models and numerous articles in time series, survey sampling, and econometrics. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and the Econometric Society, he received his PhD in agricultural economics from Iowa State University.
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Bibliographic Details
Title: Introduction to Statistical Time Series
Publisher: Wiley & Sons, Incorporated, John
Publication Date: 1976
Binding: Hardcover
Condition: Good
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Introduction to Statistical Time Series
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Introduction to Statistical Time Series
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Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc, 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
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Introduction to statistical time series / Wayne A. Fuller.-- Wiley; c1976.-- (Wiley series in probability and mathematical statistics).
Published by
John Wiley & Sons, New York, &c., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
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Hardcover. Condition: Good. ix, 470 p. Ex-Library. Seller Inventory # GU1218
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Introduction to Statistical Time Series (Probability & Mathematical Statistics)
Published by
John Wiley & Sons Inc 01.06.1976., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
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Condition: Gut. 480 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,1 x 15,7 x 3,3 cm, Gebundene Ausgabe. Seller Inventory # 375839
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Introduction to Statistical Time Series (Probability & Mathematical Statistics)
Published by
John Wiley & Sons Inc 01.06.1976., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. 480 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,1 x 15,7 x 3,3 cm, Gebundene Ausgabe. Seller Inventory # 360317
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Introduction to Statistical Time Series
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:0471287156. Seller Inventory # 4131454
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Introduction to Statistical Time Series (Probability and Statistics Ser.)
Published by
John Wiley & Sons, Incorporated, Hoboken, NJ, U.S.A., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
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Hardcover
First Edition
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Cloth. Condition: Fine. No Jacket. First. Blue wiley cloth, no DJ. A clean unmarked copy. Seller Inventory # 062599
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Introduction to statistical time series. (Wiley series in probability and mathematical statistics). Ex-Library.
Published by
John Wiley, New York, &c., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
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Hardcover
Seller: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Japan
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Hardcover. Condition: Good. No Jacket. ix, 470 p. Seller Inventory # GU5220
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Introduction to Statistical Time Series (Probability & Mathematical Statistics)
Published by
John Wiley & Sons Inc 01.06.1976., 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Sehr gut. 480 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,1 x 15,7 x 3,3 cm, Gebundene Ausgabe. Seller Inventory # 382438
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Introduction to Statistical Time Series.
Published by
John Wiley & Sons, New York, NY, 1976
ISBN 10: 0471287156
ISBN 13: 9780471287155
Used
Hardcover
First Edition
Seller: Black Cat Hill Books, Oregon City, OR, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. First Edition [1971]; Second Printing. Near Fine in Wraps: shows only very minor indications of use: just a hint of wear to extremities, though the lower front corner tip is very mildly bumped; a thin, faint line of soiling at the top edge and a couple of faint smudges at the fore-edge. The Binding is square and secure; the text is clean. Very close to 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. 470pp. Wiley Series in (Probability & Mathematical Statistics). First Edition [1971]; Second Printing. Hardback: Lacks DJ. In 1981 I used this book for a graduate seminar that I taught on time series analysis at UC Santa Barbara. The course was successful because I followed the text closely. It presents the material in a rigorous and cogent manner. Fuller balances time domain methods and frequency domain approaches very well and his book is better written and organized than most. Seller Inventory # 44224