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Multivariate Time Series: Cointegration & Forecasting

Explores multivariate time series analysis, cointegration, forecasting with ARMA models, and practical applications in interest rates analysis.

Time Series

Explores Time Series, covering model specification, diagnostics, and forecasting methods.

Integrated and Seasonal Processes: Time Series

Explores parametric estimation, integrated processes, seasonal modeling, and ARIMA model building in time series analysis.

Long Memory and ARCH: Time Series

Explores long memory in time series and ARCH models for financial volatility.

Signal Models and Methods: Parametric vs Nonparametric

Provides an overview of signal models and methods in statistical signal processing.

Forecasting & Long Memory: Time Series

Explores forecasting methods and long memory in time series analysis.

Yule Walker Equations: Efficient Implementation and Correlation Analysis

Explores Yule Walker equations for efficient implementation and correlation analysis in signal processing.

Spectral Estimation in Time Series

Covers spectral estimation in time series analysis, including imaging kernels, tapering methods, and AR models.

Text Generation: Basics and Evaluation

Covers the basics of text generation and the challenges of evaluating generated text using content overlap metrics, model-based metrics, and human evaluations.

Parametric Signal Models: Markov Chains

Explores parametric signal models, including AR processes and Markov chains, covering synthesis, analysis, and correlation structures.