Dec 09, 2025  
2016-2017 University Catalog 
    
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2016-2017 University Catalog [ARCHIVED CATALOG]

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STAT 52000 - Time Series And Applications

Credit Hours: 3.00. A first course in stationary time series with applications in engineering, economics, and physical sciences. Stationarity, autocovariance function and spectrum; integral representation of a stationary time series and interpretation; linear filtering, transfer functions; estimation of spectrum; multivariate time series. Use of computer programs for covariance and spectral estimation. Typically offered Spring.


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