Series of Irregular Observations : Forecasting and Model Building

Table of Contents

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   Book Overview
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   Chapter 1 Introduction
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   Chapter 2 Discrete Time Random Processes
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   Chapter 3 Gaussian Processes
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   Chapter 4 Stationary Processes
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   Chapter 5 Forecasting and Stationarity
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   Chapter 6 Random Fields and Stochastic Integrals
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   Chapter 7 Spectral Representation of Stationary Processes
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   Chapter 8 Linear Filters
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    Chapter 9 ARMA Processes and Processes with Rational Spectrum
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    Chapter 10 Nonstationary ARMA Processes and Forecasting
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    Chapter 11 Empirical Estimators and Periodograms
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    Chapter 12 Empirical Estimation of the Parameters for Arma Processes with Rational Spectrum
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    Chapter 13 Efficient Estimation for the Parameters of a Process with Rational Spectrum
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    Chapter 14 Asymptotic Maximum Likelihood
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    Chapter 15 Identification and Compensated Likelihood
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    Chapter 16 A Few Problems not Studied Here