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4 book of Periodogram. 2 property in Variance. 3 price in Mean: Random Walk with Drift. 4 Estimation and Testing for ARCH.
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2001), Time Series Analysis by State Space Methods, Oxford University Press. 1981), Spectral Analysis and Time Series, Academic Press. Stoffer( 2011), Time Series Analysis and its Applications, Springer. 1994), Time Series Prediction: directing the Future and Understanding the Past.
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