STAT5511
STAT 5511 - Time Series Analysis (3 Cr.) Online may be available
Statistics, School of (10991)
TCLA - College of Liberal Arts
Course description
Characteristics of time series. Stationarity. Second-order descriptions, time-domain representation, ARIMA/GARCH models. Frequency domain representation. Univariate/multivariate time series analysis. Periodograms, non parametric spectral estimation. State-space models.
prereq: STAT 4102 or STAT 5102
prereq: STAT 4102 or STAT 5102
Minimum credits
3
Maximum credits
3
Is this course repeatable?
No
Grading basis
OPT - Student Option
Lecture
Fulfills the writing intensive requirement?
No
Typically offered term(s)
Every Fall