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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
Opac: Controlla la disponibilità qui
Introduction to statistical time series / / Wayne A. Fuller
Introduction to statistical time series / / 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 519.5/5
Collana Wiley series in probability and statistics
Soggetto topico Regression analysis
Time-series analysis
ISBN 9786612307676
9781282307674
1282307673
9780470316917
0470316918
9780470317754
0470317752
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-9911020134403321
Fuller Wayne A  
New York, : J. Wiley, c1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
Measurement error models / / Wayne A. Fuller
Measurement error models / / 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 9786612307720
9781282307728
128230772X
9780470316665
0470316667
9780470317334
0470317337
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-9911019875803321
Fuller Wayne A  
New York, : Wiley, c1987
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Sampling statistics / / Wayne A. Fuller
Sampling statistics / / Wayne A. Fuller
Autore Fuller Wayne A
Edizione [1st ed.]
Pubbl/distr/stampa Wiley, 2011
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 9786612279973
9781118211113
1118211111
9781282279971
1282279971
9780470523551
0470523557
9780470523544
0470523549
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  
Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui