Abstract
In Chapter 3 we introduced several different types of probability model which may be used to describe time series. In this chapter we discuss the problem of fitting a suitable model to an observed time series, confining ourselves to the discrete case. The major diagnostic tool in this chapter is the sample autocorrelation function. Inference based on this function is often called analysis in the time domain.
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© 1975 C. Chatfield
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Chatfield, C. (1975). Estimation in the Time Domain. In: The Analysis of Time Series: Theory and Practice. Monographs on Applied Probability and Statistics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4899-2925-9_4
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DOI: https://doi.org/10.1007/978-1-4899-2925-9_4
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-412-14180-5
Online ISBN: 978-1-4899-2925-9
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