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Published online by Cambridge University Press: 20 March 2025
In this chapter we start by reviewing the different types of inference procedures: frequentist, Bayesian, parametric and non-parametric. We introduce notation by providing a list of the probability distributions that will be used later on, together with their first two moments. We review some results on conditional moments and carry out several examples. We review definitions of stochastic processes, stationary processes and Markov processes, and finish by introducing the most common discrete-time stochastic processes that show dependence in time and space.
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