|
|
|
Jan 15, 2025
|
|
2014-2016 Undergraduate and Graduate Bulletin (without addenda) [ARCHIVED CATALOG]
|
MA-GY 6913 Time Series Analysis I3 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-GY 6813 and MA-GY 6843 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
|
|
|
