|Introduction to Time Series Analysis. - 24015 - MATH 545 - 001|
Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.
Prerequisite: MATH 324 or MATH 357 or equivalent
Associated Term: Fall 2017
Registration Dates: Apr 04, 2017 to Sep 19, 2017
Lecture Schedule Type
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