Week 3 Welcome Video

Del curso dictado por Universidad Estatal de Nueva York
Practical Time Series Analysis
97 ratings
Universidad Estatal de Nueva York
97 ratings
De la lección
Week 3: Stationarity, MA(q) and AR(p) processes
In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations.

Conoce a los instructores

  • Tural Sadigov
    Tural Sadigov
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics