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|MATH 545 - Introduction to Time Series Analysis.|
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