Basic Mathematics and Statistics * Random Processes and Time Series * Estimation of Time Series Parameters * Predictions in Time Series * Empirical Predictors
This book will interest and assist people who are dealing with the problems of predictions of time series in higher education and research. It will greatly assist people who apply time series theory to practical problems in their work and also serve as a textbook for postgraduate students in statistics economics and related subjects.
This book addresses the problems of prediction of time series by using regression models on mean values and covariance functions. It will be of interest to researchers.