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MATH 681 Time Series Analysis (4 unit茅s)

Offered by: Math. et statistique (Sciences)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

Math茅matiques 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 2022-2023 academic year.

Instructors: There are no professors associated with this course for the 2022-2023 academic year.

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