Contents: 1. Preface; 2. Introduction; 3. The methods of time-series analysis; 4. Elements of polynomial algebra; 5. Rational functions and complex analysis; 6. Polynomial computations; 7. Difference equations and differential equations; 8. Vector difference equations and state-space models; 9. Matrix computations; 10. Classical regression analysis; 11. Recursive least-squares estimation; 12. Estimation of polynomial trends; 13. Smoothing with cubic splines; 14. Unconstrained optimisation; 15. Fourier series and fourier integrals; 16. The discrete fourier transform; 17. The fast fourier transform; 18. Linear filters; 19. Autoregressive and moving-average processes; 20. Time-series analysis in the frequency domain; 21. Prediction and signal extraction; 22. Estimation of the mean and the autocovariances; 23. Least-squares methods of ARMA estimation; 24. Maximum-likelihood methods of ARMA estimation; 25. Nonparametric estimation of the spectral density function; 26. Statistical distributions; 27. The theory of estimation; 28. Index.
