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- W2487730110 abstract "© Cambridge University Press 2011. The term ‘time series’ refers to data that can be represented as a sequence. This includes for example financial data in which the sequence index indicates time, and genetic data (e.g. ACATGC …) in which the sequence index has no temporal meaning. In this tutorial we give an overview of discrete-time probabilistic models, which are the subject of most chapters in this book, with continuous-time models being discussed separately in Chapters 4, 6, 11 and 17. Throughout our focus is on the basic algorithmic issues underlying time series, rather than on surveying the wide field of applications." @default.
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- W2487730110 date "2011-10-06" @default.
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- W2487730110 title "Inference and estimation in probabilistic time series models" @default.
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- W2487730110 doi "https://doi.org/10.1017/cbo9780511984679.002" @default.
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