Group work presentation

16 Dezembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Group work presentation and discussion

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Spectral Analysis - A Very Basic Introduction 2

9 Dezembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Spectra of ARMA processes

Linear filters and spectra - low-pass and high-pass filters

The periodogram - interpretation

Fisher's test for a periodic component

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Spectral Analysis - A Very Basic Introduction 1

2 Dezembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Basic facts about the complex exponential fucntion and Euler's formula.

Orthogonal trigonometric basis

Fourier representation and Fourier transform

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Test 2 + Estimation

25 Novembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Test 2

Estimation by the method of moments - Yule Walker equations

Maximum likelihood estimation

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Model selection

18 Novembro 2020, 18:00 • Nuno Paulo De Sousa Arrobas Crato

Model selection

AIC and SIC criteria

Whitness of residuals

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