Apr 24, 2024  
Graduate Record 2015-2016 
    
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Graduate Record 2015-2016 [ARCHIVED RECORD]

STAT 8170 - 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. Prerequisite: MATH 7360, STAT5170, or instructor permission.



Credits: 3