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Winter 2022
Aug 19, 2022
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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

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