Introduction to Statistical Time Series 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Wayne A. Fuller 作者

Wiley-Interscience

译者

1995-12 出版日期

728 页数

USD 145.00 价格

Hardcover

Wiley Series in Probability and Statistics 丛书系列

9780471552390 图书编码

Introduction to Statistical Time Series 在线电子书图书标签: Statistics textbook統計 Time_Series Time Series Mathematics

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Introduction to Statistical Time Series 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Introduction to Statistical Time Series 在线电子书图书描述

The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, and the Kalman filter. Major topics include: Moving average and autoregressive processes Introduction to Fourier analysis Spectral theory and filtering Large sample theory Estimation of the mean and autocorrelations Estimation of the spectrum Parameter estimation Regression, trend, and seasonality Unit root and explosive time series To accommodate a wide variety of readers, review material, especially on elementary results in Fourier analysis, large sample statistics, and difference equations, has been included.

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学计量的人或许都知道ADF test，但估计没几个人知道Fuller还写过一本时间序列的教材。这本书写得真的不咋地，个人感觉比Brockwell和Davis的那本差远了，虽然这本是后写出来的。在计量方面，作者更是没抓住关键的东西，比如weight symmetric unit root test，谁用啊，谁都不用，...

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