Time series models
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous...
| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Series: | Lecture notes in statistics (Springer-Verlag), volume 224
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| Subjects: |