Time series
MATH-342
lecture 09
This page is part of the content downloaded from lecture 09 on Monday, 30 June 2025, 13:40. Note that some content and any files larger than 50 MB are not downloaded.
Description
Changelog:
- fixed a typo in the index j k on slide 9 and added more explicit details to the calculation
- slide 19 said
when it should have said 
- the example on page 30 said
not 
- the notation for the variance of the white noise on page 34 was an old convention, this has been updated