Time series are data observed over time (either in continuous time or at discrete time periods).

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Mathematical and statistical prerequisites to understand particle filters?

I am currently trying to understand particle filters and their possible uses in finance and I'm struggling quite a bit. What are the mathematical and statistical prerequisites I should revisit (coming ...
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What is wrong with extrapolation?

I remember sitting in stats courses as an undergrad hearing about why extrapolation was a bad idea. Furthermore, there are a variety of sources online which comment on this. There's also a mention of ...