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Decks in this class (11)
Week 1
Skip a topic 1,
Stochastic process 2,
For stochastic process 3
18
cards
Week 2
Ar p 1,
Backshift operator 2,
Stationarity from associated poly...
24
cards
Week 3
4 properties of ols for linear mo...,
Wether to use yule walker equatio...,
When to use conditional least squ...
12
cards
Week 4 old
Continuously compounded returns 1,
Definition of convex function 2,
Jensens inequality and how to tes...
3
cards
week 4
Define yt for stock price using g...,
Properties of continuously compou...,
Formula for kurtosis 3
13
cards
Lecture 5 Slides
What is a state space model 1,
Partitioned gaussian density 2,
Overview of kalman filtering 3
7
cards
Week 6
How and when to use pit for time ...,
Generalisation of probability int...,
Convert pit to gaussian 3
11
cards
Week 7 Skills
Sv model general form 1
1
cards
Lecture 6 And 7 Slides
Alternative derivation of kalman ...,
For invertible a c 2,
Alternative update step 3
10
cards
Markov Chain Monet Carlo
Detailed balance equation 1,
Metropolis hastings algorithm 2,
Transition kernel of metropolis h...
3
cards
Exam Prep
Law of total expectation 1
1
cards
More about
KCL Time Series Analysis
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