Parametric Estimation in Time Series

In course

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Description

This lecture covers parametric estimation in time series analysis, including integrated processes, seasonal modeling, and Box-Jenkins methods. The instructor explains the estimation process, least squares methods, and the forward/backward least squares estimator.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_seonfst7

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis, Time series

Statistical inference: Mathematical statistics

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