Research Catalog

Time series analysis

Title
  1. Time series analysis / E.J. Hannan.
Published by
  1. London : Methuen ; New York : Wiley, 1960.
Author
  1. Hannan, E. J. (Edward James), 1921-

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Details

Description
  1. 152 pages : illustrations, tables; 20 cm.
Series statement
  1. Methuen's monographs on applied probability and statistics
Uniform title
  1. Methuen's monographs on applied probability and statistics.
Subject
  1. Time-series analysis
  2. Séries temporelles
  3. Analyse des données
  4. Statistique
  5. Time-series analysis
  6. Zeitreihenanalyse
  7. Séries chronologiques
Contents
  1. The spectral theory of discrete stochastic processes -- Estimation of the correlogram and of the parameters of finite parameter schemes -- Estimation of the spectral density and distribution functions -- Hypothesis testing and confidence intervals -- Processes containing a deterministic component.
Bibliography (note)
  1. Includes bibliography.