Foundations of Time Series Analysis and Prediction Theory (Hardcover)

Preface.

Acknowledgements.

Acronyms.

Introduction.

Time Series Analysis: One Long Series.

Time Series Analysis: Many Short Series.

Stationary ARMA Models.

Stationary Processes.

Parameterization and Prediction.

Finite Prediction and Partial Correlations.

Missing Values: Past and Future.

Stationary Sequences in Hilbert Spaces.

Stationarity and Hardy Spaces.

Appendix A: Multivariate Distributions.

Appendix B: The Bayesian Forecasting.

References.

Index.

Author Index.