ClassInfo - Fall 2021 Statistics Classes

Fall 2021 | STAT 5511 Section 001: Time Series Analysis (34882)

Instructor(s): Charles Doss
Class Component:: Lecture
Credits:: 3 Credits
Grading Basis:: Student Option
Instructor Consent:: No Special Consent Required
Instruction Mode:: In Person Term Based
Times and Locations:: Regular Academic Session

09/07/2021 - 12/15/2021

Mon, Wed, Fri 02:30PM - 03:20PM

UMTC, East Bank

Akerman Hall 225
Enrollment Status:: Open (25 of 55 seats filled)
Also Offered:: (Tentative) Fall 2024
(Tentative) Fall 2023
(Tentative) Fall 2022
Fall 2021

Course Catalog Description:: Characteristics of time series. Stationarity. Second-order descriptions, time-domain representation, ARIMA/GARCH models. Frequency domain representation. Univariate/multivariate time series analysis. Periodograms, non parametric spectral estimation. State-space models. prereq: STAT 4102 or STAT 5102
Class Description:: Student may contact the instructor or department for information.
Textbooks:: https://bookstores.umn.edu/course-lookup/34882/1219

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