contents
1 Trends, Cycles and Seasonality
2 Stationary Stochastic Processes
3 AR(p) Processes
4 ARMA(p,q) Models
5 TS Versus DS Models
6 Multivariate Time series
7 Special Topics
7.1 The frequency Domain
    7.1.1 The Spectrum
    7.1.2 The Spectrum of an ARMA(p,q)
    7.1.3 Spectral Estimation
    7.1.4 Maximum Likelihood in the frequency Domin
7.2 Fractional Differencing
7.3 Nonlinearity and Nonnormality
7.3.1 A General Class of Modles
7.3.2 Families of Denisities
7.3.3 Regime Switching Models
7.3.4 Changing Volatility