Subject: STA 237B
Title: Time Series Analysis
Units: 4.0
School: College of Letters and Science LS
Department: Statistics STA
Effective Term: 1999 Fall
Learning Activities
- Lecture - 3.0 hours
- Term Paper
Description
Advanced topics in time series analysis and applications. Models for experimental data, measures of dependence, large-sample theory, statistical estimation and inference. Univariate and multivariate spectral analysis, regression, ARIMA models, state-space models, Kalman filtering.
Prerequisites
STA 131B; STA 237A; Or the equivalent of STA 131B.
Expanded Course Description
Summary of Course Content:
None
Illustrative Reading:
None
Potential Course Overlap:
None