华章数学译丛49-时间序列分析及应用：R语言(2011汉译版.英文第2版)-程序与数据集及勘误表/Time Series Analysis master

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Errata3 (2-23-10). pdf
Errata2 (2-23-10). pdf
Errata1 (2-23-10). pdf
Time Series Analysis. mht
Datasets. zip
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2. Time Series Analysis master
Chapter 01 Financial Time Series and Their Characteristics
Chapter 02 Linear Time Series Analysis and Its Applications
Chapter 03 Conditional Heteroscedastic Models
Chapter 04 Nonlinear Models and Their Applications
Chapter 05 High-Frequency Data Analysis and Market
Chapter 06 Continuous-Time Models and Their Applications
Chapter 07 Extreme Values, Quantile Estimation, and Value at Risk
Chapter 08 Multivariate Time Series Analysis and Its Applications
Chapter 09 Principal Component Analysis and Factor Models
Chapter 11 State-Space Models and Kalman Filter
Chapter 10 Multivariate Volatility Models and Their Applications
Chapter 12 Markov Chain Monte Carlo Methods with Applications

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