University of Calgary
STAT 505 - Time Series Analysis - Winter 2014
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.Syllabus
This course may not be repeated for credit.
Hours
- H(3-1T)
Prerequisite(s)
- Statistics 429 or consent of the Division.
Sections
This course will be offered next in Winter 2015.Powered by UNITIS. More features.