The statistical analysis of time series

The statistical analysis of time series

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Détails bibliographiques
Auteur principal : Anderson Theodore Wilbur (Auteur)
Format : Livre
Langue : anglais
Titre complet : The statistical analysis of time series / T. W. Anderson,...
Publié : New-York : J. Wiley & sons , 1994
Description matérielle : 1 vol. (XIV-704 p)
Collection : Wiley classics library
Sujets :
Séries chronologiques
Statistique
  • Chapter 1. Introduction
  • Chapter 2. The use of regression analysis
  • Chapter 3. Trends and smoothing
  • Chapter 4. Cyclical trends
  • Chapter 5. LInear stochastic models with finite numbers of parameters
  • Chapter 6. Serial correlation
  • Chapter 7. Stationary stochastic processes
  • Chapter 8. The sample mean, covariances, and spectral density
  • Chapter 9. Estimation of the spectral density
  • Chapter 10. LInear trends with stationary random terms
  • Appendix A. Some data and statistics
  • APpendix B. Solutions to selected problems