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Time Series

book
Language:
Author: Harry Hurd
Url: http://www.stat.unc.edu/faculty/rs/s133/s133.html
Format:
Category: Statistics
Pages: 133
Clicks: 3199

Description
Contents: Introduction to Series Analysis; Stationary Stochastic Processes; Linear Filters; Fitting ARIMA models; Estimating Spectral Density; Example of time series models; State Space Models and the Kalman filter.

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