【书名】 Introduction to Statistical Time Series,
【作者】Wayne A. Fulle
【出版社】A Wiley-Interscience Publication JOHN WILEY & SONS, UVC.
【版本】Second Edition
【文件格式】PDF
【页数】698
【内容】
1. Introduction
2. Moving Average aad Autoregressive Processes
3. Introduction to Fourier Analysis
4. Spectral Theory and Filtering
5. Some Large Sample Theory
6. Estimation of the Mean and Autocormlatiom
7. The Periodogram, Estimated Spectrum
8. Parsmeter Mmation
9. Regression, Trend, and Seasonality
10. Unit Rod and Explosive Time Series