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本书全面介绍了经济、工程、自然科学和社会科学中所用的时间序列和预测方法，核心内容是平稳过程、ARMA过程、ARIMA过程、多变量时间序列、状态空间模型和谱分析。另外还介绍了Burg算法、Hannan-Rissanen算法...
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