Lectures related to Algorithms for calculating variance

Quantitative Risk Management: VaR and ES

Covers Value at Risk (VaR) and Expected Shortfall (ES) in risk management, including backtesting and multivariate distributions.

Time Series: Parametric Estimation

Covers parametric estimation, seasonal modeling, Box-Jenkins methods, variance calculations, and dependence measures in time series analysis.

Parameter Estimation

Introduces statistical inference concepts, focusing on parameter estimation, unbiased estimators, and mean estimation using independent random variables.