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Wiley Series in Probability and Statistics Ser.: Time Series Analysis by Wilfredo Palma (2016, Hardcover)

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Time Series Analysis, Hardcover by Palma, Wilfredo, ISBN 1118634322, ISBN-13 9781118634325, Brand New, Free shipping in the US This graduate textbook introduces linear processes in terms of the Wold expansion and an infinite moving-average representation, examines the relationships between Wold expansions and state space representations, and reviews several methodologies for estimating time series models. Later chapters discuss nonlinear time series for analyzing financial instruments, the prediction of linear and nonlinear processes, nonstationary time series models, seasonal patterns, time series regression, the effects of data gaps on the analysis of long-memory processes, and non-Gaussian time series. Annotation ©2016 Ringgold, Inc., Portland, OR ()