18.S096 | Fall 2013 | Undergraduate

Topics in Mathematics with Applications in Finance

Video Lectures

Lecture 11: Time Series Analysis II

Description: This is the second of three lectures introducing the topic of time series analysis, describing multivariate time series, representation theorems, and least-squares estimation.

Instructor: Dr. Peter Kempthorne

Course Info

Departments
As Taught In
Fall 2013
Learning Resource Types
Lecture Videos
Lecture Notes
Problem Sets
Instructor Insights