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Apr 24, 2024
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2022-2023 Undergraduate Catalog [Archived Catalog]
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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 with grade of C- or better. Departmental approval required.
Cr. 3.
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