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Course Listings » Winter 2013 » STAT 505 - Time Series Analysis - Winter 2013

STAT 505 - Time Series Analysis - Winter 2013

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.

Hours

  • H(3-1T)

Prerequisite(s)

  • Statistics 429 or consent of the Division.
Syllabus

Sections

  • LEC 1TR 12:30 - 13:45
    		Outline
    TUT 1T 16:00 - 16:50
    TUT 2T 16:00 - 16:50
This course will be offered next in Winter 2014.
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