\BOOKMARK [2][]{Outline0.1}{Introduction}{}% 1
\BOOKMARK [3][]{Outline0.1.1.7}{Simple Stochastic Models}{Outline0.1}% 2
\BOOKMARK [3][]{Outline0.1.2.14}{Trends and Seasonality}{Outline0.1}% 3
\BOOKMARK [3][]{Outline0.1.3.37}{Stationarity}{Outline0.1}% 4
\BOOKMARK [3][]{Outline0.1.4.53}{A Decomposition Strategy}{Outline0.1}% 5
\BOOKMARK [3][]{Outline0.1.5.59}{Differencing}{Outline0.1}% 6
\BOOKMARK [2][]{Outline0.2}{Stationary Processes}{}% 7
\BOOKMARK [3][]{Outline0.2.1.61}{Properties of Stationary Processes}{Outline0.2}% 8
\BOOKMARK [3][]{Outline0.2.2.73}{Linear Processes}{Outline0.2}% 9
\BOOKMARK [3][]{Outline0.2.3.91}{Autoregressive Processes}{Outline0.2}% 10
\BOOKMARK [3][]{Outline0.2.4.103}{ARMA Processes}{Outline0.2}% 11
\BOOKMARK [2][]{Outline0.2}{Stationary Processes}{}% 12
\BOOKMARK [3][]{Outline0.2.5.116}{Forecasting for Stationary Processes}{Outline0.2}% 13
\BOOKMARK [2][]{Outline0.3}{ARMA Models}{}% 14
\BOOKMARK [3][]{Outline0.3.1.151}{Basic Properties}{Outline0.3}% 15
\BOOKMARK [3][]{Outline0.3.2.181}{Estimation for ARMA models}{Outline0.3}% 16
\BOOKMARK [2][]{Outline0.4}{Non-Stationary and Seasonal Models}{}% 17
\BOOKMARK [3][]{Outline0.4.1.214}{ARIMA Models}{Outline0.4}% 18
\BOOKMARK [3][]{Outline0.4.2.227}{Unit Roots}{Outline0.4}% 19
\BOOKMARK [3][]{Outline0.4.3.248}{Forecasting ARIMA}{Outline0.4}% 20
\BOOKMARK [3][]{Outline0.4.4.250}{Seasonal ARIMA Models}{Outline0.4}% 21
\BOOKMARK [3][]{Outline0.4.5.261}{Non-stationarity in Mean}{Outline0.4}% 22
\BOOKMARK [2][]{Outline0.5}{Multivariate Time Series and State-Space Models}{}% 23
\BOOKMARK [3][]{Outline0.5.1.265}{Vector Time Series}{Outline0.5}% 24
\BOOKMARK [3][]{Outline0.5.2.290}{Cointegration}{Outline0.5}% 25
\BOOKMARK [3][]{Outline0.5.3.315}{State-Space Models}{Outline0.5}% 26
\BOOKMARK [3][]{Outline0.5.4.326}{Kalman Filter}{Outline0.5}% 27
\BOOKMARK [3][]{Outline0.5.5.335}{Simulation-based approaches}{Outline0.5}% 28
\BOOKMARK [2][]{Outline0.6}{Multivariate Time Series and State-Space Models}{}% 29
\BOOKMARK [3][]{Outline0.5.6.347}{Hidden Markov Models}{Outline0.6}% 30
\BOOKMARK [2][]{Outline0.6}{Volatility Modelling in Financial Time Series}{}% 31
\BOOKMARK [3][]{Outline0.6.1.373}{Types of Volatility Models}{Outline0.6}% 32
\BOOKMARK [3][]{Outline0.6.2.391}{Observation Driven Models}{Outline0.6}% 33
\BOOKMARK [3][]{Outline0.6.3.397}{Inference For ARCH/GARCH Models}{Outline0.6}% 34
\BOOKMARK [3][]{Outline0.6.4.427}{Stochastic Volatility Models}{Outline0.6}% 35