Fall 2023  |  STAT 5511 Section 001: Time Series Analysis (20628)

Instructor(s)
Class Component:
Lecture
Credits:
3 Credits
Grading Basis:
Student Option
Instructor Consent:
No Special Consent Required
Instruction Mode:
In Person
Class Attributes:
Online Course
Times and Locations:
Regular Academic Session
 
09/05/2023 - 12/13/2023
Mon, Wed, Fri 02:30PM - 03:20PM
UMTC, East Bank
Peik Hall 28
Enrollment Status:
Open (33 of 55 seats filled)
Also Offered:
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/20628/1239

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