Bayesian or Frequentist in Finance?
Posted by Kevin Pei, at quant.stackexchange.com,
I'm currently an undergrad at a Canadian university and our finance courses has been brought up through the frequentist…
Series of Irregular Observations : Forecasting and Model Building
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 Discrete Time Random Processes
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Altmetric BadgeChapter 3 Gaussian Processes
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Altmetric BadgeChapter 4 Stationary Processes
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Altmetric BadgeChapter 5 Forecasting and Stationarity
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Altmetric BadgeChapter 6 Random Fields and Stochastic Integrals
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Altmetric BadgeChapter 7 Spectral Representation of Stationary Processes
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Altmetric BadgeChapter 8 Linear Filters
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Altmetric BadgeChapter 9 ARMA Processes and Processes with Rational Spectrum
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Altmetric BadgeChapter 10 Nonstationary ARMA Processes and Forecasting
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Altmetric BadgeChapter 11 Empirical Estimators and Periodograms
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Altmetric BadgeChapter 12 Empirical Estimation of the Parameters for Arma Processes with Rational Spectrum
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Altmetric BadgeChapter 13 Efficient Estimation for the Parameters of a Process with Rational Spectrum
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Altmetric BadgeChapter 14 Asymptotic Maximum Likelihood
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Altmetric BadgeChapter 15 Identification and Compensated Likelihood
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Altmetric BadgeChapter 16 A Few Problems not Studied Here
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