Class Schedule Listing |
Winter 2022
Jul 14, 2025 |
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| Introduction to Time Series Analysis. - 6478 - MATH 545 - 001 | ||||||||||||
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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 Associated Term: Winter 2022 Registration Dates: Jun 01, 2021 to Jan 18, 2022 Attributes: Waitlist section-use Quick Add Lecture Schedule Type 4.000 Credits View Catalog Entry
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