May 02, 2024  
2021-2022 Undergraduate Catalog 
    
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2021-2022 Undergraduate Catalog [Archived Catalog]

STAT 52000 - Time Series And Applications

A first course in stationary time series with applications in engineering, economics, and physical sciences. Stationarity, autocovariance function and spectrum; integral representation of a stationary time series and interpretation; linear filtering, transfer functions; estimation of spectrum; multivariate time series. Use of computer programs for covariance and spectral estimation.

Preparation for Course
P: STAT 51200 or consent of instructor.

Cr. 3.
Notes
Department permission required.