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.
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© 2008 Springer Science+Business Media, LLC
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(2008). Fundamental Concepts. In: Time Series Analysis. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-75959-3_2
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DOI: https://doi.org/10.1007/978-0-387-75959-3_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-75958-6
Online ISBN: 978-0-387-75959-3
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