Spectral & Parametric Estimation: Time Series

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Multivariate Time Series and Spectral Representation

Explores multivariate time series analysis, emphasizing spectral representation and estimation methods.

Time Series: Spectral Estimation & Yule Walker

On Time Series explores Spectral Estimation, Yule Walker method, and ARIMA models.

Statistical Signal Processing for Wireless Communications

Covers statistical signal processing tools for wireless communications, including spread spectrum, spectral analysis, ultra-wide band communications, and heart rate variability analysis.

Probabilistic Models for Linear Regression

Covers the probabilistic model for linear regression and its applications in nuclear magnetic resonance and X-ray imaging.

Yule Walker Equations: Efficient Implementation and Correlation Analysis

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

Model Specification in Time Series

Covers the identification and model specification in time series analysis, including AR models and least squares estimation.

Parameter Estimation of SDEs with Linear Response Theory

Explores parameter estimation of SDEs using Linear Response Theory and covers challenges, examples, algorithms, and convergence.

Integrated and Seasonal Processes: Time Series

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

Statistical Models and Parameter Estimation

Explores statistical models, parameter estimation, and sampling distributions in probability and statistics.

Box-Jenkins Methodology: Building Time Series Models

Covers the Box-Jenkins methodology for building time series models, including model identification, variance calculations, and model diagnostics.