Documents Time Series through Stochastic Differential Equations

Jean-Paul Murara 25th February 2009 Lappeenranta University of Technology 1. Definitions 2. Time Series Models 3. Intervention of SDE’s 4. Example 5. Conclusion Time Series…

Documents Jean-Paul Murara 25 th February 2009 Lappeenranta University of Technology.

Jean-Paul Murara 25th February 2009 Lappeenranta University of Technology 1. Definitions 2. Time Series Models 3. Intervention of SDE’s 4. Example 5. Conclusion Time Series…

Documents Time Series through Stochastic Differential Equations

Jean-Paul Murara 25th February 2009 Lappeenranta University of Technology 1. Definitions 2. Time Series Models 3. Intervention of SDE’s 4. Example 5. Conclusion Time Series…