STAT 658 Time Series Analysis and Forecasting
(3:3:0). Prerequisite:
STAT 554 or STAT 652 or equivalent. Modeling stationary and nonstationary processes,
autoregressive, moving average and mixed model processes, hidden periodicity models,
properties of models, autocovariance functions, autocorrelation functions, partial
autocorrelation functions, spectral density functions, identification of models,
estimation of model parameters, and forecasting techniques.
Taught by E. Wegman, E. Robinson
Lecture Notes Available from E. Wegman