2011-2012 University Catalog 
  
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2011-2012 University Catalog

STAT 758 - Advanced Time Series Analysis

Credits: 3 (NR)
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.

Prerequisite(s): STAT 658. Prerequisite enforced by registration system.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0
When Offered: Offered on an irregular basis at the discretion of the department or school