Schedule and Textbooks Information


Fall 2017 Schedule and Textbook Information for STAT 520

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STAT 520 - Texbook(s) for Fall 2017

  Textbook information is not available at this time.

STAT 520 - Schedule information for Fall 2017

  Schedule information is not available at this time

STAT 520 - Course Outline

  1. Stationary time series: weak and strict stationarity, the autocovariance function, estimation and elimination of trend and seasonal components

  2. Prediction of stationary processes: the orthogonality principle and projections, best linear predictors

  3. Estimation of the mean and autocovariance function: point estimates and confidence intervals for the mean, point estimates and confidence intervals for the autocovariance function

  4. Estimation of the spectral density: the periodogram and its properties, smoothing the periodogram, point estimates and confidence intervals for the spectral density

  5. Estimation for ARMA models: the Yule-Walker equations for AR processes, the Durbin-Levinson algorithm, maximum likelihood and least squares estimates, choosing the order of the model

Last Updated: Oct 10, 2017 11:37 AM

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