Schedule and Textbooks Information
Summer 2021 Schedule and Textbook Information for STAT 520
DISCLAIMER:
We believe the information about textbooks to be accurate, but the Purdue University Bookstores are the official source of information on textbooks. Please check with them for verification before purchasing texts for a specific academic semester or session.
STAT 520 - Textbook(s) for Summer 2021
Textbook information is not available at this time.
STAT 520 - Schedule information for Summer 2021
Schedule information is not available at this time.
STAT 520 - Course Outline
- Stationary time series: weak and strict stationarity, the autocovariance function, estimation and elimination of trend and seasonal components
- Prediction of stationary processes: the orthogonality principle and projections, best linear predictors
- Estimation of the mean and autocovariance function: point estimates and confidence intervals for the mean, point estimates and confidence intervals for the autocovariance function
- Estimation of the spectral density: the periodogram and its properties, smoothing the periodogram, point estimates and confidence intervals for the spectral density
- 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