{"product_id":"time-series-2e-230-wiley-series-in-probability-and-statistics-9780471552390","title":"Time Series 2E 230 Wiley Series in Probability","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThe subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter.\u003cbr\u003e \u003cbr\u003e Major topics include:\u003cbr\u003e * Moving average and autoregressive processes\u003cbr\u003e * Introduction to Fourier analysis\u003cbr\u003e * Spectral theory and filtering\u003cbr\u003e * Large sample theory\u003cbr\u003e * Estimation of the mean and autocorrelations\u003cbr\u003e * Estimation of the spectrum\u003cbr\u003e * Parameter estimation\u003cbr\u003e * Regression, trend, and seasonality\u003cbr\u003e * Unit root and explosive time series\u003cbr\u003e \u003cbr\u003e To accom\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eMoving Average and Autoregressive Processes.\u003cbr\u003e \u003cbr\u003e Introduction to Fourier Analysis.\u003cbr\u003e \u003cbr\u003e Spectral Theory and Filtering.\u003cbr\u003e \u003cbr\u003e Some Large Sample Theory.\u003cbr\u003e \u003cbr\u003e Estimation of the Mean and Autocorrelations.\u003cbr\u003e \u003cbr\u003e The Periodogram, Estimated Spectrum.\u003cbr\u003e \u003cbr\u003e Parameter Estimation.\u003cbr\u003e \u003cbr\u003e Regression, Trend, and Seasonality.\u003cbr\u003e \u003cbr\u003e Unit Root and Explosive Time Series.\u003cbr\u003e \u003cbr\u003e Bibliography.\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402630472023,"sku":"9780471552390","price":152.06,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471552390.jpg?v=1730481044","url":"https:\/\/bookcurl.com\/products\/time-series-2e-230-wiley-series-in-probability-and-statistics-9780471552390","provider":"Book Curl","version":"1.0","type":"link"}