— Time Series Analysis

Prerequisites & course information

Course Description: Advanced topics in time series analysis and applications. Models for experimental data, measures of dependence, large-sample theory, statistical estimation and inference. Univariate and multivariate spectral analysis, regression, ARIMA models, state-space models, Kalman filtering. Learning Activities: Lecture 3 hour(s), Term Paper. Grade Mode: Letter. Learning Activities: Lecture 3 hour(s), Term Paper. Grade Mode: Letter.