Wold's Representation Theorem (FRM Part 1, Book 2, Quantitative Analysis)

Описание к видео Wold's Representation Theorem (FRM Part 1, Book 2, Quantitative Analysis)

In this short video from FRM Part 1 curriculum, we try and understand the Wold's Representation Theorem for representing a zero mean covariance stationary series, conditions or behaviour demonstrated by the "residual" after the trend and seasonality component of a time series has been duly accounted for. This video forms a part of the FRM Exam Part 1 preparation course (https://www.finRGB.com/courses/frm-pa....

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