Typical Assumptions

Jan Beran
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Jan Beran: University of Konstanz, Department of Mathematics and Statistics

Chapter Chapter 2 in Mathematical Foundations of Time Series Analysis, 2017, pp 5-68 from Springer

Abstract: Abstract In general, consistent estimation estimation consistent of P is not possible without additional assumptions. In this chapter, typical assumptions used in time series analysis are discussed. For simplicity we focus on equidistant univariate time series equidistant time series univariate real valued time series X t ∈ ℝ $$X_{t}\in \mathbb {R}$$ ( t ∈ ℤ $$t\in \mathbb {Z}$$ ).

Date: 2017
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DOI: 10.1007/978-3-319-74380-6_2

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