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This introduction covers time series analysis techniques to estimate parameters and understand trends in data.
Moving Average and Autoregressive Processes. Introduction to Fourier Analysis. Spectral Theory and Filtering. Some Large Sample Theory. Estimation of the Mean and Autocorrelations. The Periodogram, Estimated Spectrum. Parameter Estimation. Regression, Trend, and Seasonality. Unit Root and Explosive Time Series. Bibliography. Index.
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McClave et al. (1978) studied this question.
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