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.
Trimestres : Ce cours n鈥檈st pas au programme de l鈥檃nn茅e universitaire 2015-2016.
Charg茅s de cours : Aucun professeur n鈥檈st associ茅 脿 ce cours pour l鈥檃nn茅e universitaire 2015-2016.
Prerequisite: MATH 545 or equivalent