Lecture notes for Advanced Time Series Analysis

Henrik Madsen, Jan Holst

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    A first version of this notes was used at the lectures in Grenoble, and they are now extended and improved (together with Jan Holst), and used in Ph.D. courses on Advanced Time Series Analysis at IMM and at the Department of Mathematical Statistics, University of Lund, 1994, 1997, ...
    Original languageEnglish
    Publication statusPublished - 1997

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