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Stationarity, VARMA, and ARIMA Models

  • Víctor Gómez
Chapter
Part of the Statistics and Computing book series (SCO)

Abstract

Statistically speaking, a time seriesy is a finite set of values {y1…, yn} taken by certain k-dimensional random vectors {Y1…, Yn}. The proper framework in which to study time series is that of stochastic processes.

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Víctor Gómez
    • 1
  1. 1.General Directorate of BudgetsMinistry of Finance and Public AdministrationsMadridSpain

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