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MATH 545. Introduction to Time Series Analysis.

Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Winter 2027
View offerings for Winter 2027 in Visual Schedule Builder.

Description

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.
  • Prerequisite: MATH 324 or MATH 357 or equivalent

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