MATH 545. Introduction to Time Series Analysis.
Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
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