Sumários
parameter estimation
13 Novembro 2018, 13:00 • Kamil Feridun Turkman
Asymptotic distribution of estimated model parameters, tests of hypotheses on the parameters
parameter estimation
13 Novembro 2018, 11:30 • Kamil Feridun Turkman
multiplicative SARIMA models, p
exercises on parameter estimation
7 Novembro 2018, 13:00 • Kamil Feridun Turkman
parameter estimation options of ITSM and their use through exercies
computational issues in parameter estimation
7 Novembro 2018, 11:30 • Kamil Feridun Turkman
initial estimates for numerical optimization of Gaussian likelihood, yule-walker, hannan rissanen and innovation options of ITSM
identification of models exercises
6 Novembro 2018, 13:00 • Kamil Feridun Turkman
Continuation of exercises on identification of models