This chapter reviews a broad range of mathematical topics relevant to the rest of the book. It begins with a brief discussion of real and complex numbers and elementary real and complex functions, followed by a summary of linear algebra, paying special attention to matrix decomposition techniques. Fourier analysis is discussed in some detail because this is a topic of central importance to time series analysis. After a brief review of probability theory, the core set of topics for the chapter is considered, dealing with stochastic process theory. This includes a discussion of point as well as continuous processes.
Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.
If you think you should have access to this title, please contact your librarian.