Modeling and Analysis of Time Series Data STATS/DATASCI 531, Winter 2022 Chapter 5: Parameter estimation and model identification for ARMA models


Lecture slides	pdf
Lecture notes	pdf
Annotated slides 1-30	pdf
Annotated slides 31-49	pdf
Recording, Winter 2021: Chapter 5, Part 1	(23 mins)
Recording, Winter 2021: Chapter 5, Part 2	(25 mins)
Recording, Winter 2021: Chapter 5, Part 3	(33 mins)
Discussion questions	html

Modeling and Analysis of Time Series DataSTATS/DATASCI 531, Winter 2022Chapter 5: Parameter estimation and model identification for ARMA models