Trend fitting, auto-regressive schemes, moving average models, periodograms, second-order stationary processes, ARCH models, statistical software for time series. Additional topics may include Bayesian analysis, spectral theory, Kalman filtering.
This course may not be repeated for credit.
Prerequisite(s)
- Statistics 429 or consent of the Division.
SyllabusSections
| LEC 1 | TR 12:30 - 13:45
| | | | Outline |
| TUT 1 | R 14:00 - 14:50
| | | | |
| TUT 2 | R 15:00 - 15:50
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This course will be offered next in
Winter 2013.