Sumários

Lecture 19

11 Novembro 2024, 18:00 • Paulo Parente

Univariate time series modelling

  • Box Jenkins Methodology
  • Forecasts
Exercise Sheet 5: Exercises 1a, 2a, 3a,b (incomplete)

Lecture 18

4 Novembro 2024, 20:00 • Paulo Parente

Quantile Regression and other types of regression
4 Quantile Regression
5 Expectile Regression
6 Mode Regression

Lecture 17

4 Novembro 2024, 18:00 • Paulo Parente

Univariate time series modelling
  • ARMA processes

Lecture 16

28 Outubro 2024, 20:00 • Paulo Parente

Quantile Regression and other types of regression
4 Quantile Regression

Lecture 15

28 Outubro 2024, 18:00 • Paulo Parente

Exercise Sheet 4: Exercises 1d,e,f,g.

Univariate time series modelling
  • Stochastic Process
  • Stationary Processes
  • Wold’s Decomposition Theorem
  • ARMA processes