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 \gamma^{(1,2)}_\tau when it should have said \gamma^{Y}_\tau

- the example on page 30 said z^1 not z^2

- the notation for the variance of the white noise on page 34 was an old convention, this has been updated


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