MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This is the first of three lectures introducing the topic of time series analysis, describing stochastic processes by applying regression and stationarity models.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
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Tagged under: time series,stationarity,Wold representation theorem,autoregressive moving average models,accomodating -stationarity models,impulse response function,Yule-Walker equation
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