Derivations and proofs of results presented in the book

These pages are intended to supplement the material in the book by presenting derivations and proofs of results given in the book, where no such derivation is included, or reference made to a relevant source of derivation or proof. These include, particularly, derivations of the properties of the models developed in the book and of the properties of the estimates of model parameters. Some of the software documentation files for the MATLAB functions also include brief explanation of formula and methods.

The notes are grouped by the chapters to which they relate and will consist of brief descriptions with downloadable documents.

After some delay following publication of the book, the material for these pages is now starting to be uploaded. Currently (as of 10 Nov. 2017)  there is one document is available for Chapter 2. Please email info@dependenttimeseries.com if there is a derivation or proof relating to a particular topic about which you would like further information.