Statistics
STAT4443 | Time Series Analysis and Applications (A) | 3 ch (3C) |
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Discrete time series and stochastic processes; autocorrelation and partial correlation functions; white noise; moving averages; autoregressive, mixed and integrated processes; stochastic models, fitting, estimation and diagnostic checkup; forecasting; forecasting in seasonal time series; applications would include problems from Economics, Engineering, Physics. Prerequisite: STAT 3093. |