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Time Series Analysis and Its Applications

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Cover of 'Time Series Analysis and Its Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Characteristics of Time Series
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    Chapter 2 Time Series Regression and ARIMA Models
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    Chapter 3 Spectral Analysis and Filtering
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    Chapter 4 State-Space and Multivariate ARMAX Models
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    Chapter 5 Statistical Methods in the Frequency Domain
Attention for Chapter 4: State-Space and Multivariate ARMAX Models
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