Fundamental Concepts

Part of the Springer Texts in Statistics book series (STS)

This chapter describes the fundamental concepts in the theory of time series models. In particular, we introduce the concepts of stochastic processes, mean and covariance functions, stationary processes, and autocorrelation functions.


Random Walk Autocorrelation Function Covariance Function Joint Distribution Time Series Model 
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Copyright information

© Springer Science+Business Media, LLC 2008

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