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Apr 20, 2024
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2013-2014 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]
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MA-GY 6923 Time Series Analysis II3 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 and in continuation of MA-GY 6913 .
Prerequisite(s): MA-GY 6913 .
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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