Abstract
The pre-treatment for the transformation of a given data set into a stationary time series has been mentioned several times in the preceding sections and will receive detailed treatment in this section. The basis for pre-treating a time series is its decomposition into a trend component gt, a seasonal component st, and a random component Z t
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© 2002 Hans-Peter Deutsch
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Deutsch, HP. (2002). Pre-Treatment of Time Series and Assessment of Models. In: Derivatives and Internal Models. Finance and Capital Markets Series. Palgrave Macmillan, London. https://doi.org/10.1057/9780230502109_33
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DOI: https://doi.org/10.1057/9780230502109_33
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-42999-8
Online ISBN: 978-0-230-50210-9
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