Table of Contents:
  • Introduction
  • Simple descriptive techniques
  • Probability models for time series
  • Estimation in the time domain
  • Forecasting
  • Stationary processes in the frequency domain
  • Spectral analysis
  • Bivariate processes
  • Linear systems
  • Some other topics
  • Appendix I. The Fourier, Laplace and Z-transforms
  • Appendix II. The Dirac Delta function
  • Appendix III. Covariance.