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The statistical analysis of time series

Author: T W Anderson
Publisher: New York : Wiley, 2011.
Series: Wiley Series in Probability and Statistics
Edition/Format:   eBook : Document : EnglishView all editions and formats
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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  Read more...

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Additional Physical Format: Erscheint auch als:
Anderson, Theodore W., 1918-2016.
Statistical analysis of time series.
New York [u.a.] : Wiley, 1994
XIV, 704 S.
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: T W Anderson
ISBN: 9781118186428 1118186427 9781118150399 1118150392
OCLC Number: 1039152072
Notes: Front Matter.
Introduction.
Trends and Smoothing.
Cyclical Trends.
Serial Correlation.
Stationary Stochastic Processes.
Description: Online Ressource (xiv, 704 Seiten) : Illustrationen.
Contents: The Use of Regression Analysis. Linear Stochastic Models with Finite Numbers of Parameters. The Sample Mean, Covariances, and Spectral Density. Estimation of the Spectral Density. Linear Trends with Stationary Random Terms. Appendix A: Some Data and Statistics. Appendix B: Solutions to Selected Problems.
Series Title: Wiley Series in Probability and Statistics
Responsibility: T.W. Anderson.

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