时间序列模型¶
2026年秋季学期,时间序列模型,3学分 参考教材:Time Series Analysis and Its Applications: With R Examples(Shumway、Stoffer)、Introduction to Time Series and Forecasting(Brockwell、Davis)、Forecasting: Principles and Practice(Hyndman、Athanasopoulos)、Time Series Analysis by State Space Methods(Durbin、Koopman)、Analysis of Financial Time Series(Ruey S. Tsay)、Time Series Analysis(James D. Hamilton)
课程资料¶
课程文件、讲义与历史附件保留在原始资料目录中。