Week 5.3: Spectral density of a wide-sense stationary process-1

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MM
Sep 22, 2019

Great course! The subject material was well covered and it gave me the tools to tackle more advanced stochastic, like population dynamics or quantitative finance.

AB
Jan 4, 2021

Excellent course with rigorous introduction to some of the advanced topics in stochastic processes such as levy process etc. Highly recommended

From the lesson
Week 5: Stationarity and Linear filters

Taught By

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    Vladimir Panov

    Assistant Professor

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