The University of New Mexico

Advanced Time Series Analysis

STAT 582 (3)

Time series models in the time and spectral domains. Linear filters. Multivariate models. Autoregressive and moving average models. Filtering and prediction. Distribution theory. Design of experiments.

Prerequisite: 581

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Prerequisites / Corequisites

Introduction to Time Series Analysis - STAT 581 / 481


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Office of the Registrar

MSC 11 6325
1 University of New Mexico
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