Yule Walker Estimation - AR(3) Simulation

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Do curso por The State University of New York
Practical Time Series Analysis
193 ratings
The State University of New York
193 ratings
Na lição
Week 4: AR(p) processes, Yule-Walker equations, PACF
In this week, partial autocorrelation is introduced. We work more on Yule-Walker equations, and apply what we have learned so far to few real-world datasets.

Conheça os instrutores

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

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