STAT 4 : Advanced Time
نویسنده
چکیده
4. Course Outline: (i) Review of Linear ARMA/ARIMA Time Series Models and their Properties. (ii) An Introduction to Spectral Analysis of Time Series. (iii) Fractional Differencing and Long Memory Time Series Modelling. (iv) Generalized Fractional Processes. Gegenbaur Processes. (v) Topics from Financial Time Series/Econometrics: ARCH and GARCH Models. (vi ) Time Series Modelling of Durations: Autoregressive Conditional Duration (ACD) and Stochastic Conditional Duration (SCD) Models. (vii) An introduction to State-space Modelling and Kalman Filtering in Time Series.
منابع مشابه
تاثیر تمرینات تناوبی با شدت بالا بر بیان ژن STAT-3، آنژیوپویتین-1 و میزان پروتئین tie-2 در موش‌های مبتلا به سرطان پستان
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