Time Series Models

Vrije Universiteit Amsterdam (VU)

Hier vind je de beste samenvattingen om te slagen voor Time Series Models. Er zijn o.a. samenvattingen, aantekeningen en oefenvragen beschikbaar.

James Durbin, Siem Jan Koopman

3 documenten

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Samenvatting

Summary Time Series Models
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maart 2026

2025/2026
A full summary of Time Series Models, covering all concepts and including a "cheat sheet" which summarizes the algorithms used and needed algebraic rules
daniel11235813
$7.19 Meer Info

Samenvatting

Full study guide for Time Series Models
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maart 2026

2025/2026
This document is a complete rewrite of all the material covered in Time Series models, but explained in an intuitive way including visualizations which show what methods are doing. It also contains extensive derivations of proofs and filters, such that you can understand what is actually going on
daniel11235813
$13.19 Meer Info

Samenvatting

Summary Time Series Models E_EORM_TSM
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september 2025

2024/2025
This summary is the ultimate companion for your Time Series Models course. It gives you a clear and structured overview of all the material covered in the lectures and provides step-by-step explanations of every algorithm you need to know for the exam. With this summary in hand, you’ll save time, study more effectively, and walk into the exam confident and fully prepared.
giuliavannigtevegt1
$8.37 Meer Info

Samenvatting

Summary - Time Series Models (MSc Econometrics and Operations Research)
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maart 2025

2024/2025
Summary Multivariate Econometrics for the Master Econometrics and Operational Research at the VU. This summary includes all course content that has been discussed in the lectures and tutorials. The summary contains the following topics: Time Series, Local Level Model, univariate models, parameter estimation, state space analysis, linear gaussian models, non linear non gaussian models, ML, SV model, QML, importance sampling, particle filter, bootstrap filter, kalman filter, kalman smoother, multi...
joyadasilva
$7.79 Meer Info