Time Series Models
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This chapter reviews some important ideas from time series analysis. The concepts of stationarity, independence, and exchangeability are defined and illustrated with examples. The Poisson process is examined in detail and then the class of linear processes, noting the implications of the Wold decomposition. The final section studies the random walk and the reflection principle.
2015 ◽
Vol 5
(4)
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pp. 349
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2021 ◽
Vol 1
(1)
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pp. 1
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