Analysis of Time Series
STATS/DATASCI 531, Winter 2021
Chapter 3: Stationarity, white noise, and some basic time series models
Edward L. Ionides
Lecture: Chapter 3, Part 1
Video (27 mins)
Lecture: Chapter 3, Part 2
Video (24 mins)
Lecture: Chapter 3, Part 3
Video (19 mins)
Lecture slides
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Annotated slides
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Lecture notes
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