Apr 19, 2024  
Graduate Record 2008-2009 
    
Graduate Record 2008-2009 [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