Abstract
When observations are not independent of each other, special methods are necessary for estimation and model-building. The Box-Jenkins approach is described for continuously valued response variables. The notion of Markov chains is also described for discretely valued variables.
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References
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Pardo, S.A. (2023). Time Series and Dynamic Systems. In: Statistical Methods and Analyses for Medical Devices. Springer, Cham. https://doi.org/10.1007/978-3-031-26139-8_16
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DOI: https://doi.org/10.1007/978-3-031-26139-8_16
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