Theoretical properties of general Autoregressive Processes: Stationarity, mean, variance, ACVF and ACF

5 Março 2014, 09:30 • Nuno Sobreira

Theoretical properties of general Autoregressive Processes: Stationarity, mean, variance, ACVF and ACF

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The Lag Operator. Theoretical properties of the MA models. Theoretical properties of the AR(1) process

26 Fevereiro 2014, 09:30 • Nuno Sobreira

The Lag Operator. Theoretical properties of the MA models. Theoretical properties of the AR(1) process 

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Introduction to ARMA models. The MA(1) model

24 Fevereiro 2014, 08:00 • Nuno Sobreira

Introduction to ARMA models. The MA(1) model

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Examples of Stationary Processes (theory and practice)

19 Fevereiro 2014, 09:30 • Nuno Sobreira

Examples of Stationary Processes (theory and practice). 

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Continuation of the course overview. Stochastic processes. Stationarity

17 Fevereiro 2014, 08:00 • Nuno Sobreira

Continuation of the overview about the course. Stochastic processes. Stationarity

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