02417 Lecture 5 part B: Linear stochastic process

This is part of the course 02417 Time Series Analysis as it was given in the fall of 2017 and spring 2018. The full playlist is here:    • 02417 Time Series Analysis   You can download the slides here: https://drive.google.com/drive/folder... The course is based on the book: Time Series Analysis by Henrik Madsen: http://henrikmadsen.org/books/time-se...