MA 6923 Time Series Analysis II

3 Credits

In this course, students carefully study tractable models for statistical analysis of scalar time series. Models treated: (l) “error plus trend” models, (2) stationary stochastic process models with special emphasis on autoregressive models. Estimation, tests of hypotheses and multiple-decision procedures for these models. Spectral representation and filtering, estimation of spectral density.

Prerequisite(s): MA 6913 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0