Abstract
A time series is a series of observations on a stochastic process. To analyze such a series it is necessary, first of all, to have a mathematical model — more or less well specified — which is thought to be appropriate for a description of the random process causing or underlying this sequence of observations.
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© 1971 Brown University
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Freiberger, W., Grenander, U. (1971). Time-Series Analysis. In: A Course in Computational Probability and Statistics. Applied Mathematical Sciences, vol 6. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-9837-3_8
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DOI: https://doi.org/10.1007/978-1-4612-9837-3_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90029-2
Online ISBN: 978-1-4612-9837-3
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