Note: This is the 2014鈥�2015 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click聽here to jump to the newest eCalendar.
Overview
Mathematics & Statistics (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 2014-2015 academic year.
Instructors: There are no professors associated with this course for the 2014-2015 academic year.
Prerequisite: MATH 545 or equivalent