ℹ️
🇬🇧
Search
Search for publications relevant for "VARs"
VARs
Publication
Class
Person
Publication
Programmes
Fundamentals of Stochastic Processes II
Publication at Faculty of Mathematics and Physics
|
2016
1 person
Abstract
Second, enlarged edition of the lecture notes for master students of MFF UK
Keywords
Stationarity
second-order processes
spectral decompositions
stochastic integral
limit theorems for stationary sequences
linear models of time series
prediction and filtration
estimators of parameters
periodogram
Person