Typical Assumptions

  • Jan Beran
Chapter

Abstract

In general, consistent estimation of P is not possible without additional assumptions. In this chapter, typical assumptions used in time series analysis are discussed. For simplicity we focus on equidistant univariate real valued time series \(X_{t}\in \mathbb {R}\) (\(t\in \mathbb {Z}\)).

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2017

Authors and Affiliations

  • Jan Beran
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of KonstanzKonstanzGermany

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