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This book provides a comprehensive exploration of linear time series models, emphasizing their application in modeling and predicting sequentially collected data. It includes detailed techniques for data handling and offers a deep understanding of the underlying mathematical principles, making it a valuable resource for those looking to grasp the complexities of time series analysis.
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Time Series: Theory and Methods, Peter J. Brockwell, Richard A. Davis
- Langue
- Année de publication
- 2009
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