The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields. With thesenew unabridged and inexpensive editions, Wiley hopes to extend thelife of these important works by making them available to futuregenerations of mathematicians and scientists. Currently availablein the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George E. P. Box & George C. Tiao Bayesian Inferencein Statistical Analysis R. W. Carter Simple Groups of Lie Type William G. Cochran & Gertrude M. Cox Experimental Designs, Second Edition Richard Courant Differential and Integral Calculus, Volume I Richard Courant Differential and Integral Calculus, Volume II Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume I Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume II D. R. Cox Planning of Experiments Harold M. S. Coxeter Introduction to Modern Geometry, Second Edition Charles W. Curtis & Irving Reiner Representation Theoryof Finite Groups and Associative Algebras Charles W. Curtis &Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume I Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume II Bruno de Finetti Theory of Probability, Volume 1 Bruno de Finetti Theory of Probability, Volume 2 W. Edwards Deming Sample Design in Business Research Amosde Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume1 –Nuclear Structure J. L. Doob Stochastic Processes Nelson Dunford & Jacob T. Schwartz Linear Operators, Part One, General Theory Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Two, Spectral Theory–Self Adjoint Operators in Hilbert Space Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Three, Spectral Operators Herman Fsehbach Theoretical Nuclear Physics: Nuclear Reactions Bernard Friedman Lectures on Applications-Oriented Mathematics Gerald d. Hahn & Samuel S.Shapiro Statistical Models in Engineering Morris H. Hansen, William N. Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume I–Methods and Applications Morris H. Hansen, William N.Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume II–Theory Peter Henrici Applied and Computational Complex Analysis, Volume 1–Power Series–lntegration–Conformal Mapping–Location of Zeros Peter Henrici Applied and Computational Complex Analysis, Volume 2–Special Functions–Integral Transforms–Asymptotics–Continued Fractions Peter Henrici Appliedand Computational Complex Analysis, Volume 3–Discrete Fourier Analysis–Cauchy Integrals–Construction of Conformal Maps–Univalent Functions Peter Hilton & Yel-Chiang Wu A Coursein Modern Algebra Harry Hochetadt Integral Equations Erwin O.Kreyezig Introductory Functional Analysis with Applications William H. Louisell Quantum Statistical Properties of Radiation All Hasan Nayfeh Introduction to Perturbation Techniques Emanuel Parzen Modern Probability Theory and Its Applications P.M. Prenter Splinesand Variational Methods Walter Rudin Fourier Analysis on Groups C.L. Siegel Topics in Complex Function Theory, Volume I–Elliptic Functions and Uniformization Theory C. L. Siegel Topics in Complex Function Theory, Volume II–Automorphic and Abelian integrals C. LSiegel Topics in Complex Function Theory, Volume III–Abelian Functions & Modular Functions of Several Variables J. J. Stoker Differential Geometry J. J. Stoker Water Waves: The Mathematical Theory with Applications J. J. Stoker Nonlinear Vibrations in Mechanical and Electrical Systems
Table of Content
The Use of Regression Analysis.
Trends and Smoothing.
Cyclical Trends.
Linear Stochastic Models with Finite Numbers of Parameters.
Serial Correlation.
Stationary Stochastic Processes.
The Sample Mean, Covariances, and Spectral Density.
Estimation of the Spectral Density.
Linear Trends with Stationary Random Terms.
Appendices.
Bibliography.
Index.
About the author
THEODORE W. ANDERSON Professor Emeritus of Statistics and Economics at Stanford University, earned his Ph D in mathematics at Princeton University. He is the author of The Statistical Analysis of Time Series, published by Wiley, as well as The New Statistical Analysis of Data and A Bibliography of Multivariate Statistical Analysis. Anderson is a member of the National Academy of Sciences and a Fellow of the Institute of Mathematical Statistics, the American Statistical Association, the Econometric Society, and the American Academy of Arts and Sciences.