Modeling and Analysis of Time Series Data STATS/DATASCI 531, Winter 2022 Chapter 16: A case study of financial volatility and a POMP model with observations driving latent dynamics


slides	pdf
Annotated slides	pdf
notes	pdf
R script	R
Running the notes on greatlakes	HTML, sbat
Recording, Chapter 16, Part 1	(16 mins)
Recording, Chapter 16, Part 2	(24 mins)
Recording, Chapter 16, Part 3	(17 mins)

Modeling and Analysis of Time Series DataSTATS/DATASCI 531, Winter 2022Chapter 16: A case study of financial volatility and a POMP model with observations driving latent dynamics