Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Chapter 5 Some Results on the Univariate Processes
- Chapter 6 The Box and Jenkins Method for Forecasting
- Chapter 7 Multivariate Time Series
- Chapter 8 Time-series Representations
- Chapter 9 Estimation and Testing (Stationary Case)
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- References
- Tables
- Index
Chapter 5 - Some Results on the Univariate Processes
Published online by Cambridge University Press: 30 January 2010
Translated by
Book contents
- Frontmatter
- Contents
- List of Adopted Notations
- Preface
- Chapter 1 Introduction
- Part I Traditional Methods
- Part II Probabilistic and Statistical Properties of Stationary Processes
- Chapter 5 Some Results on the Univariate Processes
- Chapter 6 The Box and Jenkins Method for Forecasting
- Chapter 7 Multivariate Time Series
- Chapter 8 Time-series Representations
- Chapter 9 Estimation and Testing (Stationary Case)
- Part III Time-series Econometrics: Stationary and Nonstationary Models
- Part IV State-space Models
- References
- Tables
- Index
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Time Series and Dynamic Models , pp. 119 - 178Publisher: Cambridge University PressPrint publication year: 1996