Apr 29, 2024  
2017-2018 Graduate Catalog 
    
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2017-2018 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 678 - 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 572 and STAT 574, or consent of division.

Credits: 3