Analysis of Time Series
STATS/DATASCI 531, Winter 2021
Chapter 5: Parameter estimation and model identification for ARMA models
Edward L. Ionides
Lecture: Chapter 5, Part 1
Video (23 mins)
Lecture: Chapter 5, Part 2
Video (25 mins)
Lecture: Chapter 5, Part 3
Video (33 mins)
Lecture slides
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Lecture notes
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