Statistical Inference in Time Series
Peter J. L. Whittle · Palgrave Macmillan UK eBooks · 1990
We shall use t to denote time. In principle the world evolves in continuous time , when t may take any value. However, observations will effectively be taken discretely, commonly at regular time intervals (e.g. daily, weekly, monthly, …). For analysis of observations it is then natural to work in discrete time and t may be assumed to take only integer values {…,— 2, — 1, 0, 1, 2, …}, if the observation interval is taken as the unit of time. 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.