Time Series and Stochastic Processes ada 20 21 — различия между версиями
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Bdemeshev (обсуждение | вклад) (Новая страница: « * [tg-channel https://t.me/joinchat/DtwHDEbRczyglTC1Z-W-Ug] == Sources == === Stochastic Calculus === * [https://github.com/bdemeshev/sc401/raw/master/matek…») |
Bdemeshev (обсуждение | вклад) |
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=== Stochastic Calculus === | === Stochastic Calculus === | ||
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| + | * Zastawniak, Basic Stochastic Processes | ||
* [https://github.com/bdemeshev/sc401/raw/master/matek2_collect/matek2_collection.pdf Exams of ICEF master course] | * [https://github.com/bdemeshev/sc401/raw/master/matek2_collect/matek2_collection.pdf Exams of ICEF master course] | ||
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* [https://otexts.com/fpp3/ Forecasting principles and practice (R)] | * [https://otexts.com/fpp3/ Forecasting principles and practice (R)] | ||
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| + | * [https://www.stat.pitt.edu/stoffer/tsa4/ Shumway, Stoffer Time Series Analysis] | ||
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| + | * [https://faculty.chicagobooth.edu/ruey-s-tsay/teaching Ruey Tsay web page] | ||
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| + | * [http://www.math.leidenuniv.nl/~avdvaart/timeseries/index.html van der Vaart] | ||
* [https://github.com/bdemeshev/ts_pset Черновик задачника (рус)] | * [https://github.com/bdemeshev/ts_pset Черновик задачника (рус)] | ||
Версия 08:36, 8 сентября 2020
Sources
Stochastic Calculus
- Zastawniak, Basic Stochastic Processes
Time Series
UCM
MC + MCMC
- James Norris, Markov chains (1998, no kernels)
