Apr 25, 2024  
2006-2007 Graduate Catalog 
    
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2006-2007 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 578 - Time Series Analysis

Models for analysis of time series data including mean and covariance functions of stationary time series, moving average, autoregressive and mixed models, identification and estimation in ARMA (p,q) models, asymptotic properties of estimators, periodogram and spectral analysis, and regression with time series error.

Prerequisites & Notes
PRQ: STAT 472 and STAT 474, or consent of division.

Credits: 3