This second edition covers new developments in the analysis of statistical time series since the 1st edition was published in 1976. There is a considerable expansion of material, including added discussion of central limit theorems, estimation and generalized least squares.
Format: Illustrated
Pages: 732
Edition: 2
Publisher: John Wiley & Sons
Published: 15 Dec 1995
ISBN 10: 0471552399
ISBN 13: 9780471552390