Abstract
A time series is a sequence of observations taken over time, for example, a sequence of daily log returns on a stock. In this chapter, we study statistical models for times series. These models are widely used in econometrics as well as in other areas of business and operations research. For example, time series models are routinely used in operations research to model the output of simulations and are used in supply chain management for forecasting demand.
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Ruppert, D. (2004). Time Series Models. In: Statistics and Finance. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-6876-0_4
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DOI: https://doi.org/10.1007/978-1-4419-6876-0_4
Publisher Name: Springer, New York, NY
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