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Mathematical Foundations of Time Series Analysis

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Cover of 'Mathematical Foundations of Time Series Analysis'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Typical Assumptions
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    Chapter 3 Defining Probability Measures for Time Series
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    Chapter 4 Spectral Representation of Univariate Time Series
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    Chapter 5 Spectral Representation of Real Valued Vector Time Series
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    Chapter 6 Univariate ARMA Processes
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    Chapter 7 Generalized Autoregressive Processes
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    Chapter 8 Prediction
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    Chapter 9 Inference for μ , γ and F
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    Chapter 10 Parametric Estimation
Attention for Chapter 6: Univariate ARMA Processes
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