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Time series

Known as: Time series models, Multivariate time series, Timeseries 
A time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive… Expand
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2007
Highly Cited
2007
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting… Expand
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Review
1995
Review
1995
T AlTe examine some issues in the estimation of time-series cross-section models, calling into 1/11 \ question the conclusions of… Expand
Highly Cited
1994
Highly Cited
1994
PREFACE. ABOUT THE AUTHOR. Chapter DIFFERENCE EQUATIONS . 1 Time-Series Models. 2 Difference Equations and Their Solutions. 3… Expand
Highly Cited
1991
Highly Cited
1991
1 Stationary Time Series.- 2 Hilbert Spaces.- 3 Stationary ARMA Processes.- 4 The Spectral Representation of a Stationary Process… Expand
Review
1986
Review
1986
We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further… Expand
Highly Cited
1985
Highly Cited
1985
We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series… Expand
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Highly Cited
1979
Highly Cited
1979
Abstract Let n observations Y 1, Y 2, ···, Y n be generated by the model Y t = pY t−1 + e t , where Y 0 is a fixed constant and… Expand
Highly Cited
1976
Highly Cited
1976
Advances in Time Series Analysis and ForecastingThe Analysis of Time SeriesForecasting: principles and practiceIntroduction to… Expand
Highly Cited
1976
Highly Cited
1976
Moving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory and Filtering. Some Large Sample… Expand
Highly Cited
1970
Highly Cited
1970
From the Publisher: This is a complete revision of a classic, seminal, and authoritative book that has been the model for most… Expand