This video explains what is meant by a time series being 'weakly dependent', and why we require this as an assumption for asymptotic inference in linear regression. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....
Негізгі бет Weakly dependent time series
Пікірлер: 15