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IntroductionSimple time series modelsARIMAValidating a modelSpectral AnalysisWaveletsDigital Signal Processing (DSP)Modeling volatility: GARCH models (Generalized AutoRegressive Conditionnal Heteroscedasticity)Multivariate time seriesState-Space Models and Kalman FilteringNon-linear time series and chaosOther timesDiscrete-valued time series: Markov chains and beyondVariants of Markov chainsUntackled subjectsTO SORT
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