Exploring 02417 Fall 2017 Lecture 8 Part B

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  • Local trend models.
  • Multivariate models.
  • Multivariate random variables, covariance, linear projection, ...
  • This is
  • It's tough one anyone what is the length going to be of this line when I continue this a few more iterations to I was doing that

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Transfer function models - example using pre-whitening. This is Transfer function models. So a squared times the variance of X exactly now we have the thing about in the multivariate case

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