1.

Record Nr.

UNINA9910830411103321

Autore

Anderson T. W (Theodore Wilbur), <1918->

Titolo

The statistical analysis of time series / / T.W. Anderson

Pubbl/distr/stampa

New York : , : John Wiley & Sons, Inc., , 1994

©1971

ISBN

1-280-58870-5

9786613618535

1-118-18642-7

1-118-15039-2

Edizione

[Wiley classics library ed.]

Descrizione fisica

1 online resource (xiv, 704 p. ) : ill

Collana

Wiley Classics Library

Disciplina

519.55

Soggetti

Time-series analysis

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"Wiley Classics Library Edition Published 1994."

"A Wiley-Interscience Publication."

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

The Use of Regression Analysis. Trends and Smoothing. Cyclical Trends. Linear Stochastic Models with Finite Numbers of Parameters. Serial Correlation. Stationary Stochastic Processes. The Sample Mean, Covariances, and Spectral Density. Estimation of the Spectral Density. Linear Trends with Stationary Random Terms. Appendices. Bibliography. Index.

Sommario/riassunto

The material covered in this book comes from the author's many years of teaching experience and is based on applications and exercises. Some of the problems cover general theory, and the exercises are designed to familiarize the reader with complicated proofs.