Ebook
The Statistical Analysis of Time SeriesISBN: 9781118150399
704 pages
September 2011

Description
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 TheorySelf 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
ApplicationsOriented 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 IMethods and Applications Morris H. Hansen, William N.
Hurwitz & William G. Madow Sample Survey Methods and Theory,
Volume IITheory Peter Henrici Applied and Computational Complex
Analysis, Volume 1Power SerieslntegrationConformal
MappingLocation of Zeros Peter Henrici Applied and Computational
Complex Analysis, Volume 2Special FunctionsIntegral
TransformsAsymptoticsContinued Fractions Peter Henrici Applied
and Computational Complex Analysis, Volume 3Discrete Fourier
AnalysisCauchy IntegralsConstruction of Conformal
MapsUnivalent Functions Peter Hilton & YelChiang 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 IElliptic
Functions and Uniformization Theory C. L. Siegel Topics in Complex
Function Theory, Volume IIAutomorphic and Abelian integrals C. L
Siegel Topics in Complex Function Theory, Volume IIIAbelian
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
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Table of Contents
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.
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.
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