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XieTao
XieTao is reading Multivariate Statistical Analysis
18.12.31
The the first two chapters provide some background knowledge that may needed for further study, they can be skipped.
Dec 31, 2018 01:24AM Add a comment
Multivariate Statistical Analysis

XieTao
XieTao is reading Multivariate Statistical Analysis
18.12.31
The the first two chapters provide some background knowledge that may needed for further study, they can be skipped.
Dec 31, 2018 01:14AM Add a comment
Multivariate Statistical Analysis

XieTao
XieTao is on page 43 of 816 of Time Series Analysis
18.12.31 I have read the first two chapter, which introduce some preparatory knowledge needed for learning time series, such as difference equations and lag operator. To solve a difference equation, you should have some knowledge of linear algebra, especially the diagonalization and the Jordan decomposition of a matrix.
Dec 30, 2018 05:46PM Add a comment
Time Series Analysis

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