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STAT 551: Time Series Analysis

(3-0) Cr. 3. F.

Prereq: STAT 447 or STAT 542 or STAT 588
Concepts of trend and dependence in time series data; stationarity and basic model structures for temporal dependence; moving average and autoregressive error structures; analysis in time domain and in frequency domain; parameter estimation, prediction and forecasting; identification of appropriate model structure and model assessment techniques. Possible extended topics including non-linear models, dynamic models, state-space models.


...AGRON 526, STAT 587, STAT 402, STAT 407, STAT 505, STAT 512, CRP 551, and...