Time Series Analysis, Lecture 1: Noise Processes

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  • เผยแพร่เมื่อ 18 ก.ย. 2024

ความคิดเห็น • 41

  • @siavashk100
    @siavashk100 2 หลายเดือนก่อน

    Infinite thanks to you. I was desperately looking for a good material to learn time series analysis basics. The topics are explained amazing.

  • @julietonyinyechukwunwagwuu5694
    @julietonyinyechukwunwagwuu5694 ปีที่แล้ว

    Thank you for taking the time to share these lectures! All the material is so clearly explained!

  • @Othniel2023
    @Othniel2023 ปีที่แล้ว

    Thank you sir for do this. It recently help me greatly in writing my undergraduate project. I was total lost until I found this. God bless you sir❤

  • @HugoGobatoLanguageCoach
    @HugoGobatoLanguageCoach ปีที่แล้ว

    Thank you very much for such a high quality course!

  • @Sarpamus
    @Sarpamus ปีที่แล้ว

    Thank you very much Sir. this is a very helpful series oflectures.

  • @hanzhang5598
    @hanzhang5598 ปีที่แล้ว

    Excellent Course!!!

  • @amorphous8826
    @amorphous8826 18 วันที่ผ่านมา

    👍

  • @1qingxuzhiyin929
    @1qingxuzhiyin929 2 ปีที่แล้ว +2

    thank you

    • @cachelackmathstatslectures7001
      @cachelackmathstatslectures7001  2 ปีที่แล้ว

      You're Welcome!

    • @adamkolany1668
      @adamkolany1668 ปีที่แล้ว

      ​@@cachelackmathstatslectures7001 I have wasted a few hours of my time listening to that rubbish. I hoped you did something worthful, but you did not.
      You should put more attention to the mathematical correctness of that what you are talking about. So as you have presented it here it is mathematically unacceptable!

  • @gulzameenbaloch9339
    @gulzameenbaloch9339 4 หลายเดือนก่อน

    Thank you so much 😊

  • @viajeespacial5391
    @viajeespacial5391 2 หลายเดือนก่อน

    No entendí la varianza de la ultima sumatoria, por que queda elevado a "2j" ?

  • @yixie2451
    @yixie2451 ปีที่แล้ว +1

    Dear professor, thank you so much for uploading this. It's very helpful! Could you kindly also provide the course assignments, just for reference?

    • @adamkolany1668
      @adamkolany1668 ปีที่แล้ว

      that is a stack of rubbish. nothing more !

  • @martinsanchez-hw4fi
    @martinsanchez-hw4fi 7 วันที่ผ่านมา

    Shouldn't the denominator in the partial sum in 1:09:26 be (1-\theta) and not (1-\theta^2)?

  • @adamkolany1668
    @adamkolany1668 ปีที่แล้ว

    @17:21 What is "t" here. What values is it allowed to take ??

  • @adamkolany1668
    @adamkolany1668 ปีที่แล้ว

    @55:50 shouldn't you first define what thw "double" sum \sum_{n-\infty}^{+\infty}(\theta_nw_n) means ??

  • @adamkolany1668
    @adamkolany1668 ปีที่แล้ว

    @57:48 NO, SIr !! FIrst you must DEFINE what such a shit with infinity under the sum sign means !!
    In the usual course of calculus that what stands under the sum sign is either 0 or 1. Sometimes it is 2, but it is ALWAYS something finite !!
    Taking here -∞, can suggest you take the Lebesque integral here with the counting measure, but you must say it clear.
    Otherwise all what you say later is wasting the air you breathe with to say it !!
    Then of course, you must PROVE that if the \theta^2 is intergable, the product of theta and w (pointwise, or almost everywhere, or stochastically? - w_t is a random variable) is integrable. Can you do it ?!!

    • @stabgan
      @stabgan 10 หลายเดือนก่อน

      skill issue, cry more

    • @adamkolany1668
      @adamkolany1668 10 หลายเดือนก่อน

      @@stabgan If you have nothing sensible to say, just keep quiet!

    • @actualBIAS
      @actualBIAS 9 หลายเดือนก่อน

      I am taking the lecture series on Measure Theory on this channel and indeed, lecture 6 proves the way from indicator to simple function to measurable functions.

    • @lassetretten4379
      @lassetretten4379 8 หลายเดือนก่อน

      In every class I took there were always one of these guys ...
      Great video btw! Looking forward to the next ones :)

    • @adamkolany1668
      @adamkolany1668 8 หลายเดือนก่อน

      @@lassetretten4379 Well, if only one person notices that the lecturer is talking nonsense, then you must have a very weak year group, or you are all cowards.