Mar 28, 2024  
Graduate Record 2017-2018 
    
Graduate Record 2017-2018 [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, STAT 5170, or instructor permission.



Credits: 3