Definition and state-space representation

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Skills You'll Learn

Bayesian Statistics, Forecasting, Dynamic Linear Modeling, Time Series, R Programming

From the lesson

Week 2: The AR(p) process

This module extends the concepts learned in Week 1 about the AR(1) process to the general case of the AR(p). Maximum likelihood estimation and Bayesian posterior inference in the AR(p) are discussed.

Taught By

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    Raquel Prado


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