STAT 638 - 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 410, or STAT 510, or STAT 610; or consent of department.

Credits: 3