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Detailed Course Catalog Information

 

Fall 2017
Sep 24, 2017
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MATH 681 - Time Series Analysis.
Linear Processes and the Wold Decomposition; positive definite operators; Autocovariance and autocovariance generating functions; model estimation and inference; estimation for mixed processes using moments and the likelihood; diagnostic checking; tests with residuals; spectral analysis; estimation of spectral density the peridogram; spectral window and tapers; asymptotic moments of spectral estimates; fractional noise and long range dependence; continuous time models.

Prerequisite: MATH 545 or equivalent

4.000 Credit hours

Schedule Types: Lecture

Graduate Studies
Mathematics and Statistics Department

Restrictions:
May not be enrolled in one of the following Levels:     
      Undergraduate
May not be enrolled in one of the following Faculties:     
      Faculty of Dentistry
      Faculty of Medicine
      School of Continuing Studies

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