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Time Series Models

This class was created by Brainscape user M d Heijer. Visit their profile to learn more about the creator.

By: M d Heijer
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Decks in this class (8)

Week 1
What is the signal and what is th...,
What is the local level model uni...,
What is a diffuse prior density 3
22  cards
Week 2
What is a structural time series ...,
What is the state space model 2,
What is the observation and state...
12  cards
Week 3
How can a linear function of the ...,
Why can t we use the same strateg...,
Please explain why monte carlo es...
15  cards
Week 4
What are the three main classes o...,
What is the idea of exponential f...,
What is the stacked form notation...
19  cards
Week 5
Quickly explain the sdpk model 1,
Derive the mc estimator of the sd...,
What is the mc estimator of the s...
15  cards
Week 6
What is the seemingly unrelated t...,
Show that the first difference of...,
When is a multivariate llm homoge...
20  cards
Exercises
How do you rewrite a state space ...,
How do you find the mean and vari...,
Media 3
20  cards
Exam Questions
What is the log likelihood of a s...,
How do you rewrite an arma model ...,
What are the steps to proof the k...
14  cards

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Time Series Models

  • Class purpose General learning

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