Schedule and Textbooks Information

Summer 2024 Schedule and Textbook Information for STAT 420

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STAT 420 - Textbook(s) for Summer 2024

Textbook information is not available at this time.

STAT 420 - Schedule information for Summer 2024

Schedule information is not available at this time.

STAT 420 - Course Outline

Topics

1. Introduction. Examples of Time Series. Deterministic, Stochastic, and Chaotic Processes. Stationary Processes.
2. Linear Time Series Models. Autoregressive (AR), Moving Average (MA), ARMA Models.
3. Estimation, Data Analysis, and Forecasting with ARMA Models.
4. Resampling Methods for Confidence Intervals.
5. Nonstationary and Seasonal Time series. Modeling and Forecasting with ARIMA Models.
6. Multivariate Time Series Modeling. State-Space Models and the Kalman Filter.
7. Nonlinear Time Series Models. ARCH and CARCH Models.
8. Spectral Analysis.
9. Smoothing in Time Series