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This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting… Expand T AlTe examine some issues in the estimation of time-series cross-section models, calling into 1/11 \ question the conclusions of… Expand PREFACE. ABOUT THE AUTHOR. Chapter DIFFERENCE EQUATIONS . 1 Time-Series Models. 2 Difference Equations and Their Solutions. 3… Expand 1 Stationary Time Series.- 2 Hilbert Spaces.- 3 Stationary ARMA Processes.- 4 The Spectral Representation of a Stationary Process… Expand We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further… Expand We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series… Expand 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 Advances in Time Series Analysis and ForecastingThe Analysis of Time SeriesForecasting: principles and practiceIntroduction to… Expand Moving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory and Filtering. Some Large Sample… Expand From the Publisher:
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most… Expand