Martingale difference sequence

Results: 1



#Item
1Stationary process / Kalman filter / Time series / White noise / Martingale difference sequence / Autocovariance / Unit root / Statistics / Stochastic processes / Time series analysis

Microsoft Word - nber_2008_Lecture1_SpectralAnalysis_Slides_July_21

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2008-07-23 16:20:32
UPDATE