Prerequisite:STAT 658 and STAT 652 (STAT 652 may be taken as a co-requisite).
Course Description:Theory and application of advanced time series analysis techniques. Topics include parametric and nonparametric spectral analysis, lagged regression models, signal extraction and filtering, state-space and multivariate ARMAX models, bootstrapping and Markov chain Monte-Carlo methods, discrimination and cluster analysis, principal components and factor analysis. as
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