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Time Series: Theory and Methods

Overview of attention for book
Cover of 'Time Series: Theory and Methods'

Table of Contents

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    Book Overview
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    Chapter 1 Stationary Time Series
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    Chapter 2 Hilbert Spaces
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    Chapter 3 Stationary ARMA Processes
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    Chapter 4 The Spectral Representation of a Stationary Process
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    Chapter 5 Prediction of Stationary Processes
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    Chapter 6 Asymptotic Theory
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    Chapter 7 Estimation of the Mean and the Autocovariance Function
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    Chapter 8 Estimation for ARMA Models
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    Chapter 9 Model Building and Forecasting with ARIMA Processes
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    Chapter 10 Inference for the Spectrum of a Stationary Process
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    Chapter 11 Multivariate Time Series
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    Chapter 12 State-Space Models and the Kalman Recursions
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    Chapter 13 Further Topics
Attention for Chapter 11: Multivariate Time Series
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