02417 Lecture 9 part D : VARMA(p,q) as VAR(1) model
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- Опубліковано 12 вер 2024
- This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018.
The full playlist is here:
• 02417 Time Series Anal...
You can download the slides here:
drive.google.c...
The course is based on the book:
Time Series Analysis by Henrik Madsen: henrikmadsen.or...