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 Lectures on Time Series Lectures on Time Series E. J. Hannan (Australian National University 收稿日期: 1986-09-25 出版日期: 1986-07-15
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 摘要  §1.Introduction to Fourier Analysis of Data Consider first a discrete time scalar system on which we make observation y(t),t=1,…,T.Thus we have chosen the time unit as the interval between observations.be as-sume that y(t)Is generated by a stationary process. It will always be assumed that y(t)is generated by an ergodic process.Thusif φ is a measurable function defined on the measure space of all realizations ofthe process and
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