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

Loading...
來自 The State University of New York 的課程
Practical Time Series Analysis
190 個評分
The State University of New York
190 個評分
從本節課中
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.

與講師見面

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

探索我們的目錄

免費加入並獲得個性化推薦、更新和優惠。