Time series and stochastic processes — advanced theory

Introduction

What this guide covers

A rigorous treatise on statistical properties, linear operators, spectral decomposition, ergodicity and analytical analysis in the time and frequency domain.

Overview

Topics covered

• Introduction
• Time Series and Introduction to Stochastic Processes
• Introduction to Time Series and their Stochastic Nature
• Analytical Objectives and Modeling Approaches
• Formal Theory of Stochastic Processes
• Momentum Functions in Stochastic Processes

Related concepts

Main connections

• Time series & ARIMA
• Mean & expected value
• Variance & standard deviation
• Calculus & differentiation
• Mathematical expectation & moments
• Hypothesis testing

Compatible notation

Mathematical sample in LaTeX

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