The Statistical Analysis of Time Series

ISBN-13: 9780471047452 / Angielski / Miękka / 1994 / 704 str.

T. W. Anderson; John Anderson

Opis

A time series is a sequence of observations, usually ordered in time. In some cases, the ordering may be according to another dimension. The feature of time series analysis is the explicit recognition of the importance of the order in which the observations are made. 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.

Spis treści

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.

Blurb

The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George E. P. Box & George C. Tiao Bayesian Inference in Statistical Analysis R. W. Carter Simple Groups of Lie Type William G. Cochran & Gertrude M. Cox Experimental Designs, Second Edition Richard Courant Differential and Integral Calculus, Volume I Richard Courant Differential and Integral Calculus, Volume II Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume I Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume II D. R. Cox Planning of Experiments Harold M. S. Coxeter Introduction to Modern Geometry, Second Edition Charles W. Curtis & Irving Reiner Representation Theory of Finite Groups and Associative Algebras Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume I Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume II Bruno de Finetti Theory of Probability, Volume 1 Bruno de Finetti Theory of Probability, Volume 2 W. Edwards Deming Sample Design in Business Research Amos de Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume 1 Nuclear Structure J. L. Doob Stochastic Processes Nelson Dunford & Jacob T. Schwartz Linear Operators, Part One, General Theory Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Two, Spectral Theory Self Adjoint Operators in Hilbert Space Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Three, Spectral Operators Herman Fsehbach Theoretical Nuclear Physics: Nuclear Reactions Bernard Friedman Lectures on Applications–Oriented Mathematics Gerald d. Hahn & Samuel S. Shapiro Statistical Models in Engineering Morris H. Hansen, William N. Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume I Methods and Applications Morris H. Hansen, William N. Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume II Theory Peter Henrici Applied and Computational Complex Analysis, Volume 1 Power Series lntegration Conformal Mapping Location of Zeros Peter Henrici Applied and Computational Complex Analysis, Volume 2 Special Functions Integral Transforms Asymptotics Continued Fractions Peter Henrici Applied and Computational Complex Analysis, Volume 3 Discrete Fourier Analysis Cauchy Integrals Construction of Conformal Maps Univalent Functions Peter Hilton & Yel–Chiang Wu A Course in Modern Algebra Harry Hochetadt Integral Equations Erwin O. Kreyezig Introductory Functional Analysis with Applications William H. Louisell Quantum Statistical Properties of Radiation All Hasan Nayfeh Introduction to Perturbation Techniques Emanuel Parzen Modern Probability Theory and Its Applications P.M. Prenter Splines and Variational Methods Walter Rudin Fourier Analysis on Groups C. L. Siegel Topics in Complex Function Theory, Volume I Elliptic Functions and Uniformization Theory C. L. Siegel Topics in Complex Function Theory, Volume II Automorphic and Abelian integrals C. L Siegel Topics in Complex Function Theory, Volume III Abelian Functions & Modular Functions of Several Variables J. J. Stoker Differential Geometry J. J. Stoker Water Waves: The Mathematical Theory with Applications J. J. Stoker Nonlinear Vibrations in Mechanical and Electrical Systems