Time Series Analysis and Stochastic Prediction (I)

Introduction Chapter I. Time Series 1.1 Sample of a stochastic process 1.2 Stationarity and trend of a time series Chapter II. Finite Parameter Schemes 2.1 Introduction 2.2 Finite parameter schemes with discrete time parameter 2.3 Finite parameter schemes with continuous time parameter 2.4 Relation between continuous parameter process and discrete parameter process belongs to it Chapter III. Statistical Inference of Time Series 3.1 Autoregression process 3.2 Powers of conditional tests 3.3 Continuous parameter process with rational spectral densities 3.4 Moving averages 3.5 Time series with trend 3.6 Discontinuous Markov proces