Statistical Analysis of Time Series
Tomáš Cipra · 2010
Chapter 31 contains formulas relevant for time series analysis: 31.1. Predictions in Time Series, 31.2. Decomposition of (Economic) Time Series, 31.3. Estimation of Correlation and Spectral Characteristics, 31.4. Linear Time Series, 31.5 Nonlinear and Financial Time Series, 31.6 Multivariate Time Series, 31.7. Kalman Filter. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.