Covers ARMA models for time series forecasting, discussing implications, properties of forecast error, challenges with predictions, and covariance models.

Multivariate Time Series: Cointegration & Forecasting

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

Time Series: Structural Modelling and Kalman Filter

Covers structural modelling, Kalman Filter, stationarity, estimation methods, forecasting, and ARCH models in time series.

Signal Models and Methods: Parametric vs Nonparametric

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

Time Series: Forecasting and Long Memory

Explores forecasting in time series analysis, long memory processes, and ARCH models for volatility modeling.

Time Series: Common Models

Covers common time series models, trend removal, and seasonality adjustment techniques.