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

Del curso dictado por The State University of New York
Practical Time Series Analysis
211 calificaciones
The State University of New York
211 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
    Applied Mathematics
  • William Thistleton
    William Thistleton
    Associate Professor
    Applied Mathematics

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