Introduction to Statistical Time Series 2024 pdf epub mobi 電子書下載

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Introduction to Statistical Time Series pdf epub mobi 著者簡介

Introduction to Statistical Time Series pdf epub mobi 圖書描述

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.

Introduction to Statistical Time Series 2024 pdf epub mobi 電子書下載

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發表於2024-07-07

Introduction to Statistical Time Series 2024 pdf epub mobi 電子書下載

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學計量的人或許都知道ADF test，但估計沒幾個人知道Fuller還寫過一本時間序列的教材。這本書寫得真的不咋地，個人感覺比Brockwell和Davis的那本差遠瞭，雖然這本是後寫齣來的。在計量方麵，作者更是沒抓住關鍵的東西，比如weight symmetric unit root test，誰用啊，誰都不用，...

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