| |
Dec 07, 2025
|
|
|
|
|
STAT 42000 - Introduction To Time Series Credit Hours: 3.00. An introduction to time series analysis suitable for actuarial science, engineering, and sciences. Model building and forecasting with ARMA and ARIMA models. Resampling methods for confidence intervals. Multivariate, state-space, and nonlinear models. Volatility models (ARCH and GARCH). Smoothing in time series. Typically offered Fall Spring.Credits: 3.00
Add to Portfolio (opens a new window)
|
|