Dec 30, 2024  
2014-2015 Graduate Catalog 
    
2014-2015 Graduate Catalog [ARCHIVED CATALOG]

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STAT 5327 - Time Series Analysis

(3 credits)
Prerequisites: Admission to the math graduate program or permission. Methods for analysis of observations taken at equally spaced moments in time. Exploratory analysis of time series, decomposition approach, exponential smoothing and regression, time domain approach (ARIMA models), forecasting, introduction to the frequency domain approach, periodogram, and spectrum.


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