MATH 545 Introduction to Time Series Analysis (4 unités)

Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Mathématiques et Statistiques (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: Automne 2017

Instructors: David Stephens (Fall)