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Time Series Modeling and Filtering
STAT 7338
School of Natural Sciences and Mathematics
Theory of correlated observations observed sequentially in time. Stationary processes, Autocovariance function. ARMA models. Optimal forecasting in time domain and in frequency domain. Spectral representation. Estimation and model selection. Nonstationary time series models. 3 credit hours.
Prerequisite: STAT 6331.
Offering Frequency: Every two years
Grades: 10
Median GPA: A
Mean GPA: 4.000
Click a checkbox to add something to compare.
Time Series Modeling and Filtering
STAT 7338
School of Natural Sciences and Mathematics
Theory of correlated observations observed sequentially in time. Stationary processes, Autocovariance function. ARMA models. Optimal forecasting in time domain and in frequency domain. Spectral representation. Estimation and model selection. Nonstationary time series models. 3 credit hours.
Prerequisite: STAT 6331.
Offering Frequency: Every two years
Grades: 10
Median GPA: A
Mean GPA: 4.000
Click a checkbox to add something to compare.