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Winter 2022
Jul 13, 2025 |
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| MATH 545 - Introduction to Time Series Analysis. |
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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 4.000 Credit hours Schedule Types: Lecture, Final Exam Faculty of Science Mathematics and Statistics Department |
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