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New York University Polytechnic School of Engineering    
  Jan 16, 2018
2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

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MA-GY 6913 Time Series Analysis I

3 Credits
In this course, students carefully study tractable models for statistical analysis of scalar time series. Models treated: (l) “error plus trend” models, (2) stationary stochastic process models with special emphasis on autoregressive models. Estimation, tests of hypotheses and multiple-decision procedures for these models. Spectral representation and filtering, estimation of spectral density.

Prerequisite(s): MA-GY 6813  and MA-GY 6843 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0

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