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



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Autore: Anderson T. W (Theodore Wilbur), <1918-> Visualizza persona
Titolo: The statistical analysis of time series / / T.W. Anderson Visualizza cluster
Pubblicazione: New York : , : John Wiley & Sons, Inc., , 1994
©1971
Edizione: Wiley classics library ed.
Descrizione fisica: 1 online resource (xiv, 704 p. ) : ill
Disciplina: 519.55
Soggetto topico: Time-series analysis
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.
Titolo autorizzato: Statistical analysis of time series  Visualizza cluster
ISBN: 1-280-58870-5
9786613618535
1-118-18642-7
1-118-15039-2
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910830411103321
Lo trovi qui: Univ. Federico II
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Serie: Wiley classics library.