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Additional Time Domain Topics

  • Robert H. Shumway
  • David S. Stoffer
Chapter
Part of the Springer Texts in Statistics book series (STS)

Abstract

In this chapter, we present material that may be considered special or advanced topics in the time domain. Chapter  6 is devoted to one of the most useful and interesting time domain topics, state-space models. Consequently, we do not cover state-space models or related topics—of which there are many—in this chapter. This chapter contains sections of independent topics that may be read in any order.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Robert H. Shumway
    • 1
  • David S. Stoffer
    • 2
  1. 1.Department of StatisticsUniversity of California, DavisDavisUSA
  2. 2.Department of StatisticsUniversity of PittsburghPittsburghUSA

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