Mar 08, 2021  
Graduate Record 2007-2008 
Graduate Record 2007-2008 [ARCHIVED RECORD]

STAT 817 - Advanced Time Series

Introduces stationary stochastic processes, related limit theorems, and spectral representations. Includes an asymtotic theory for estimation in both the time and frequency domains. (IR)

Prerequisites & Notes
Prerequisite: MATH 736, STAT 517, or instructor permission.

Credits: 3