A Course in Time Series Analysis (Q2707029)

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A Course in Time Series Analysis
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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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