Stationarity, Spectral Analysis, Asymptotics Time-Series Metrics

Outline:

• Covariance Stationarity 
• Covariogram 
• Cases - AR, MA and ARMA 
• Spectral analysis 
• Wold representation theorem 
• CLT, LLN 

Click here to access notes

The notes are based on the lectures of Dr. Tatiana Komarova, LSE