Stationarity - First Examples...White Noise and Random Walks

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Del curso dictado por The State University of New York
Practical Time Series Analysis
190 calificaciones
The State University of New York
190 calificaciones
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
    Lecturer
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics

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