Introduction to Statistical Time Series
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, co...
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| 格式: | 圖書 |
| 語言: | Undetermined |
| 出版: |
New York
Wiley
1996
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| 主題: | |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01193nam a2200193Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_181489 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 082 | |a 519.55 | ||
| 082 | |b F965 | ||
| 100 | |a Fuller, Wayne A. | ||
| 245 | 0 | |a Introduction to Statistical Time Series | |
| 245 | 0 | |c Wayne A. Fuller | |
| 260 | |a New York | ||
| 260 | |b Wiley | ||
| 260 | |c 1996 | ||
| 520 | |a 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. | ||
| 650 | |a Time-series analysis,Regression analysis.,Phân tích chuỗi thời gian,Phân tích hồi quy | ||
| 904 | |i thy | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||