The statistical analysis of time series /

Guardado en:
Autor Principal: Anderson, T. W. 1918-
Formato: Libro
Idioma:English
Publicado: New York : Wiley, c1971.
Series:Wiley series in probability and mathematical statistics
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Tabla de Contenidos:
  • Capítulos: 1. Introduction
  • 2. The use of regression analysis
  • 3. Trends and smoothing
  • 4. Cyclical trends
  • 5. Linear stochastic models with finite numbers of parameters
  • 6. Serial correlation
  • 7. Stationary stochastic processes
  • 8. The sample mean, covariances, and spectral density
  • 9. Estimation of the spectral density
  • 10. Linear trends with stationary random terms.