exercises for Thu April 28

I apologise for being late with this particular message. But Version G of the Nils Collecction is now on the website (30 exercises, 29 pages, as of April 26). For Thu April 28, we'll be rounding off all material from Ch 4, including the Whittle log-likelihood and its uses, and certain aspects of the periodogramme, estimation of the spectral density, etc.

I will also spend *some* time on Exercises 28, 29, about using the Whittle for MA(q) and AR(p), and *some* time on a few earlier Exam Set questions (which you find on the website): May 2018, no. 1; June 2016, no. 3; May 2014, no. 1.

Otherwise continue work on the Oblig!, with deadline Tue May 3.

Published Apr. 27, 2022 2:03 AM - Last modified Apr. 27, 2022 3:15 PM