Nota : Ceci est la version 2018–2019 de l'annuaire électronique. Veuillez mettre à jour l'année dans la barre d'adresse de votre navigateur pour une version plus récente de cette page, ou .
Vue d'ensemble
Mathématiques et Statistiques (Sci) : Linear Processes and the Wold Decomposition; positive definite operators; Autocovariance and autocovariance generating functions; model estimation and inference; estimation for mixed processes using moments and the likelihood; diagnostic checking; tests with residuals; spectral analysis; estimation of spectral density the peridogram; spectral window and tapers; asymptotic moments of spectral estimates; fractional noise and long range dependence; continuous time models.
Terms: This course is not scheduled for the 2018-2019 academic year.
Instructors: There are no professors associated with this course for the 2018-2019 academic year.
Prerequisite: MATH 545 or equivalent