11. Time Series Analysis II
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Peter Kempthorn...
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53.0K views • Jan 6, 2015
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MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This is the second of three lectures introducing the topic of time series analysis, describing multivariate time series, representation theorems, and least-squares estimation.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Peter Kempthorne
This is the second of three lectures introducing the topic of time series analysis, describing multivariate time series, representation theorems, and least-squares estimation.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
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Jan 6, 2015
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