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
{Alternate Falls}
Prerequisites / Corequisites
Introduction to Time Series Analysis - STAT 581 / 481
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Office of the Registrar
MSC11 6325
1 University of New Mexico
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