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Hardcover Introduction to Statistical Time Series Book

ISBN: 0471287156

ISBN13: 9780471287155

Introduction to Statistical Time Series

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Format: Hardcover

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Book Overview

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...

Customer Reviews

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excellent graduate text covering both time and frequency domain methods

In 1981 I used this book for a graduate seminar that I taught on time series analysis at UC Santa Barbara. The course was successful because I followed the text closely. It presents the material in a rigorous and cogent manner. At the time there were a few competing books but some emphasized time domain methods and others were strictly frequency domain approaches. Fuller balances the two very well and his book is better written and organized than most of the competitors at that time (1981). Today there are a lot more books to choose from. You can check my listmania list on time series books to get an idea. I particularly like Brockwell and Davis' book as a competitor to Fuller for a graduate level time series seminar.
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