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Graduate Record 2023-2024 [ARCHIVED RECORD]
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STAT 8170 - Advanced Time Series
Effective Start Date: 03/01/2009
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
Grading Basis: Student Option
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