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Introduction to statistical time series [[electronic resource] /] / Wayne A. Fuller
| Introduction to statistical time series [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : J. Wiley, c1996 |
| Descrizione fisica | 1 online resource (734 p.) |
| Disciplina |
519.232
519.5 519.55 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Regression analysis
Time-series analysis |
| ISBN |
1-282-30767-3
9786612307676 0-470-31691-8 0-470-31775-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction to Statistical Time Series; Contents; Preface to the First Edition; Preface to the Seeond Edition; List of Principal Results; List of Examples; 1. Introduction; 1.1 Probability Spaces; 1.2 Time Series; 1.3 Examples of Stochastic Processes; 1.4 Properties of the Autocovariance and Autocorrelation Functions; 1.5 Complex Valued Time Series; 1.6 Periodic Functions and Periodic Time Series; 1.7 Vector Valued Time Series; References; Exercises; 2. Moving Average and Autoregressive Processes; 2.1 Moving Average Processes; 2.2 Absolutely Summable Sequences and Infinite Moving Averages
2.3 An Introduction to Autoregressive Time Series2.4 Difference Equations; 2.5 The Second Order Autoregressive Time Series; 2.6 Alternative Representations of Autoregressive and Moving Average Processes; 2.7 Autoregressive Moving Average Time Series; 2.8 Vector Processes; 2.9 Prediction; 2.10 The Wold Decomposition; 2.11 Long Memory Processes; References; Exercises; 3. Introduction to Fourier Analysis; 3.1 Systems of Orthogonal Functions-Fourier Coefficients; 3.2 Complex Representation of Trigonometric Series; 3.3 Fourier Transform-Functions Defined on the Real Line 3.4 Fourier Transform of a ConvolutionReferences; Exercises; 4. Spectral Theory and Wtering; 4.1 The Spectrum; 4.2 Circulants-Diagonalization of the Covariance Matrix of Stationary Process; 4.3 The Spectral Density of Moving Average and Autoregressive Time Series; 4.4 Vector Processes; 4.5 Measurement Error-Signal Detection; 4.6 State Space Models and Kalman Filtering; References; Exercises; 5. Some Large Sample Theory; 5.1 Order in Probability; 5.2 Convergence in Distribution; 5.3 Central Limit ""heorems; 5.4 Approximating a Sequence of Expectations; 5.5 Estimation for Nonlinear Models 5.5.1 Estimators that Minimize an Objective Function5.5.2 One-Step Estimation; 5.6 Instrumental Variables; 5.7 Estimated Generalized Least Squares; 5.8 Sequences of Roots of Polynomials; References; Exercises; 6. Estimation of the Mean and Autoeorrelations; 6.1 Estimation of the Mean; 6.2 Estimators of the Autocovariance and Autoconelation Functions; 6.3 Central Limit Theorems for Stationary Time Series; 6.4 Estimation of the Cross Covariances; References; Exercises; 7. The Periodogram, Estimated Spectrum; 7.1 The Periodogram; 7.2 Smoothing, Estimating the Spectrum 7.3 Other Estimators of the Spectrum7.4 Multivariate Spectral Estimates; References; Exercises; 8. Parameter Wmation; 8.1 First Order Autoregressive Time Series; 8.2 Higher Order Autoregressive Time Series; 8.2.1 Least Squares Estimation for Univariate Processes; 8.2.2 Alternative Estimators for Autoregressive Time Series; 8.2.3 Multivariate Autoregressive Time Series; 8.3 Moving Average Time Series; 8.4 Autoregressive Moving Average Time Series; 8.5 Prediction with Estimated Parameters; 8.6 Nonlinear Processes; 8.7 Missing and Outlier Observations; 8.8 Long Memory Processes; References Exercises |
| Record Nr. | UNINA-9910144692703321 |
Fuller Wayne A
|
||
| New York, : J. Wiley, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to statistical time series [[electronic resource] /] / Wayne A. Fuller
| Introduction to statistical time series [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York, : J. Wiley, c1996 |
| Descrizione fisica | 1 online resource (734 p.) |
| Disciplina |
519.232
519.5 519.55 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Regression analysis
Time-series analysis |
| ISBN |
1-282-30767-3
9786612307676 0-470-31691-8 0-470-31775-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction to Statistical Time Series; Contents; Preface to the First Edition; Preface to the Seeond Edition; List of Principal Results; List of Examples; 1. Introduction; 1.1 Probability Spaces; 1.2 Time Series; 1.3 Examples of Stochastic Processes; 1.4 Properties of the Autocovariance and Autocorrelation Functions; 1.5 Complex Valued Time Series; 1.6 Periodic Functions and Periodic Time Series; 1.7 Vector Valued Time Series; References; Exercises; 2. Moving Average and Autoregressive Processes; 2.1 Moving Average Processes; 2.2 Absolutely Summable Sequences and Infinite Moving Averages
2.3 An Introduction to Autoregressive Time Series2.4 Difference Equations; 2.5 The Second Order Autoregressive Time Series; 2.6 Alternative Representations of Autoregressive and Moving Average Processes; 2.7 Autoregressive Moving Average Time Series; 2.8 Vector Processes; 2.9 Prediction; 2.10 The Wold Decomposition; 2.11 Long Memory Processes; References; Exercises; 3. Introduction to Fourier Analysis; 3.1 Systems of Orthogonal Functions-Fourier Coefficients; 3.2 Complex Representation of Trigonometric Series; 3.3 Fourier Transform-Functions Defined on the Real Line 3.4 Fourier Transform of a ConvolutionReferences; Exercises; 4. Spectral Theory and Wtering; 4.1 The Spectrum; 4.2 Circulants-Diagonalization of the Covariance Matrix of Stationary Process; 4.3 The Spectral Density of Moving Average and Autoregressive Time Series; 4.4 Vector Processes; 4.5 Measurement Error-Signal Detection; 4.6 State Space Models and Kalman Filtering; References; Exercises; 5. Some Large Sample Theory; 5.1 Order in Probability; 5.2 Convergence in Distribution; 5.3 Central Limit ""heorems; 5.4 Approximating a Sequence of Expectations; 5.5 Estimation for Nonlinear Models 5.5.1 Estimators that Minimize an Objective Function5.5.2 One-Step Estimation; 5.6 Instrumental Variables; 5.7 Estimated Generalized Least Squares; 5.8 Sequences of Roots of Polynomials; References; Exercises; 6. Estimation of the Mean and Autoeorrelations; 6.1 Estimation of the Mean; 6.2 Estimators of the Autocovariance and Autoconelation Functions; 6.3 Central Limit Theorems for Stationary Time Series; 6.4 Estimation of the Cross Covariances; References; Exercises; 7. The Periodogram, Estimated Spectrum; 7.1 The Periodogram; 7.2 Smoothing, Estimating the Spectrum 7.3 Other Estimators of the Spectrum7.4 Multivariate Spectral Estimates; References; Exercises; 8. Parameter Wmation; 8.1 First Order Autoregressive Time Series; 8.2 Higher Order Autoregressive Time Series; 8.2.1 Least Squares Estimation for Univariate Processes; 8.2.2 Alternative Estimators for Autoregressive Time Series; 8.2.3 Multivariate Autoregressive Time Series; 8.3 Moving Average Time Series; 8.4 Autoregressive Moving Average Time Series; 8.5 Prediction with Estimated Parameters; 8.6 Nonlinear Processes; 8.7 Missing and Outlier Observations; 8.8 Long Memory Processes; References Exercises |
| Record Nr. | UNINA-9910677844603321 |
|
Fuller Wayne A
|
||
| New York, : J. Wiley, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measurement error models [[electronic resource] /] / Wayne A. Fuller
| Measurement error models [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Pubbl/distr/stampa | New York, : Wiley, c1987 |
| Descrizione fisica | 1 online resource (xxiii, 440 p. ) : illustrations |
| Disciplina | 511.43 |
| Collana | Wiley series in probability and mathematical statistics. Probability and mathematical statistics |
| Soggetto topico |
Error analysis (Mathematics)
Regression analysis |
| ISBN |
1-282-30772-X
9786612307720 0-470-31666-7 0-470-31733-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | List of Examples. List of Principal Results. List of Figures. 1. A Single Explanatory Variable. 2. Vector Explanatory Variables. 3. Extensions of the Single Relation Model. 4. Multivariate Models. Bibliography. Author Index. Subject Index. |
| Record Nr. | UNINA-9910144695903321 |
|
Fuller Wayne A
|
||
| New York, : Wiley, c1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measurement error models [[electronic resource] /] / Wayne A. Fuller
| Measurement error models [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Pubbl/distr/stampa | New York, : Wiley, c1987 |
| Descrizione fisica | 1 online resource (xxiii, 440 p. ) : illustrations |
| Disciplina | 511.43 |
| Collana | Wiley series in probability and mathematical statistics. Probability and mathematical statistics |
| Soggetto topico |
Error analysis (Mathematics)
Regression analysis |
| ISBN |
1-282-30772-X
9786612307720 0-470-31666-7 0-470-31733-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | List of Examples. List of Principal Results. List of Figures. 1. A Single Explanatory Variable. 2. Vector Explanatory Variables. 3. Extensions of the Single Relation Model. 4. Multivariate Models. Bibliography. Author Index. Subject Index. |
| Record Nr. | UNINA-9910830592103321 |
|
Fuller Wayne A
|
||
| New York, : Wiley, c1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measurement error models [[electronic resource] /] / Wayne A. Fuller
| Measurement error models [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Pubbl/distr/stampa | New York, : Wiley, c1987 |
| Descrizione fisica | 1 online resource (xxiii, 440 p. ) : illustrations |
| Disciplina | 511.43 |
| Collana | Wiley series in probability and mathematical statistics. Probability and mathematical statistics |
| Soggetto topico |
Error analysis (Mathematics)
Regression analysis |
| ISBN |
1-282-30772-X
9786612307720 0-470-31666-7 0-470-31733-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | List of Examples. List of Principal Results. List of Figures. 1. A Single Explanatory Variable. 2. Vector Explanatory Variables. 3. Extensions of the Single Relation Model. 4. Multivariate Models. Bibliography. Author Index. Subject Index. |
| Record Nr. | UNINA-9910840720003321 |
|
Fuller Wayne A
|
||
| New York, : Wiley, c1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sampling statistics [[electronic resource] /] / Wayne A. Fuller
| Sampling statistics [[electronic resource] /] / Wayne A. Fuller |
| Autore | Fuller Wayne A |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (474 p.) |
| Disciplina | 519.5/2 |
| Collana | Wiley Series in Survey Methodology |
| Soggetto topico |
Sampling (Statistics)
Estimation theory Mathematical statistics |
| ISBN |
1-118-21111-1
1-282-27997-1 9786612279973 0-470-52355-7 0-470-52354-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | SAMPLING STATISTICS; CONTENTS; Preface; List Of Tables; List Of Principal Results; List Of Examples; 1 PROBABILITY SAMPLING FROM A FINITE UNIVERSE; 2 USE OF AUXILIARY INFORMATION IN ESTIMATION; 3 USE OF AUXILIARY INFORMATION IN DESIGN; 4 REPLICATION VARIANCE ESTIMATION; 5 MODELS USED IN CONJUNCTION WITH SAMPLING; 6 ANALYTIC STUDIES; REFERENCES; Index |
| Record Nr. | UNINA-9910139944303321 |
|
Fuller Wayne A
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||