MATH 545 Introduction to Time Series Analysis (4 credits)

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MATH 545 Introduction to Time Series Analysis (4 credits)

Note: This is the 2021鈥�2022 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.

Terms: Winter 2022

Instructors: Nadarajah, Tharshanna (Winter)