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Introduction to Statistical Time Series
Technometrics · 1978 · Vol. 20(2) · pp. 211–211
James T. McClave✉(University of Florida Health)Wayne A. Fuller
Abstract
Moving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory and Filtering. Some Large Sample Theory. Estimation of the Mean and Autocorrelations. The Periodogram, Estimated Spectrum. Parameter Estimation. Regression, Trend, and Seasonality. Unit Root and Explosive Time Series. Bibliography. Index.
Neural Networks and ApplicationsSeries (stratigraphy)Autoregressive modelUnit rootMathematicsStatisticsAutoregressive integrated moving averageEconometricsTime seriesAutoregressive–moving-average modelPeriodogram
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