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About Lecture Notes
This document provides lecture notes on time series analysis. It begins with an introduction to stationary processes and defines key concepts like autocovariance and autocorrelation functions. It then discusses examples of stationary processes and the properties of strict stationarity and ergodicity. The document covers a range of time series models including ARMA, ARCH, GARCH and spectral analysis approaches. It also discusses estimation, prediction and modeling of non-Gaussian time series.
Detailed Information
Author: | ['bo bo'] |
---|---|
Publication Year: | 2023 |
Pages: | 97 |
Language: | English |
Format: | |
Price: | FREE |
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