Yule Walker Estimation - AR(2) Simulation

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来自 纽约州立大学纽约州立大学 的课程
Practical Time Series Analysis
101 评分
纽约州立大学纽约州立大学
101 评分
从本节课中
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.

与讲师见面

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