91ÉçÇø

MATH 545 Introduction to Time Series Analysis (4 credits)

important

Note: This is the 2018–2019 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.

Terms: Fall 2018

Instructors: Steele, Russell (Fall)

Back to top