Analysis of Time Series
STATS/DATASCI 531, Winter 2021
Chapter 16: A case study of financial volatility and a POMP model with observations driving latent dynamics

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Lecture: Chapter 16, Part 1	Video (16 mins)
Lecture: Chapter 16, Part 2	Video (24 mins)
Lecture: Chapter 16, Part 3	Video (17 mins)
Lecture slides	PDF
Annotated slides	PDF
Lecture notes	PDF
R script	R
Running the notes on greatlakes	HTML, sbat

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Acknowledgements
Source code for these notes

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