Predictions in Time Series Using Regression Models

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.

Appeals to finance analysts and econometricians

Inhalt
1 Hilbert Spaces and Statistics.- 2 Random Processes and Time Series.- 3 Estimation of Time Series Parameters.- 4 Predictions of Time Series.- 5 Empirical Predictors.- References.