Time-series analysis : a review of time-domain theory with implications for non-linear time-series modelling
Christopher L. Mah · Summit (Simon Fraser University) · 1983
Many phenomena of interest in the sciences can be modelled by a deterministic relation perturbed by a sequence of errors in discrete time.Such a model is called a time-series.The theory of linear time-series is reviewed in detail and imperfections of well established and recent estimation methods are pointed out.