|
Nov 23, 2024
|
|
|
|
2021-2022 Graduate Catalog ARCHIVED CATALOG: CONTENT MAY NOT BE CURRENT. USE THE DROP DOWN ABOVE TO ACCESS THE CURRENT CATALOG.
|
STA 750 - Time Series Analysis Credits 3
Topics include ARMA and ARIMA processes; autocorrelation and partial autocorrelation functions; spectral density and periodogram; Yule-Walker equations; model fitting, forecasting and diagnostics; state-space models and the Kalman filter; multivariate time series; use of statistical software.
Prerequisites or consent of instructor.
|
|