Lecture

Integrated and Seasonal Processes: Time Series

In course

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Description

This lecture covers parametric estimation in time series analysis, including the least squares estimator, forward and backward least squares estimators, and the ARI(1,1) process. It also delves into integrated processes, seasonal modeling, and the Box-Jenkins methodology for building ARIMA models.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_lz8gbjx6

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Ontological neighbourhood

Statistics

Data analysis: Time series, Regression analysis

Statistical inference: Mathematical statistics

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