A Course in Time Series Analysis (Q2707029)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Course in Time Series Analysis |
scientific article |
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A Course in Time Series Analysis (English)
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28 March 2001
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Madrid (Spain)
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Lectures
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ECAS '97
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Courses
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Time series analysis
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multivariate time series
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ARIMA model
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Garch model
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multivariate linear systems
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univariate time series
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outliers
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vector ARMA models
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cointegration
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Kalman filter
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signal extraction
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