Models For Stationary Time Series

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

This chapter discusses the basic concepts of a broad class of parametric time series models—the autoregressive moving average (ARMA) models. These models have assumed great importance in modeling real-world processes.


Autocorrelation Function ARMA Model Autoregressive Process Stationary Time Series Stationarity Condition 
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© Springer Science+Business Media, LLC 2008

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