Welcome to Bayesian Statistics: Time Series

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您将学习的技能

Bayesian Statistics, Forecasting, Dynamic Linear Modeling, Time Series, R Programming

从本节课中

Week 1: Introduction to time series and the AR(1) process

This module defines stationary time series processes, the autocorrelation function and the autoregressive process of order one or AR(1). Parameter estimation via maximum likelihood and Bayesian inference in the AR(1) are also discussed.

教学方

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    Raquel Prado

    Professor

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