2010-2011 University Catalog 
  
2010-2011 University Catalog

STAT 758 - Advanced Time Series Analysis

Credits: 3
Mathematical modeling and methods for model identification and forecasting of nonstationary and seasonal time series data (ARIMA models), multivariate time series, and state-space models.

Prerequisites
STAT 658.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: IR