| STAT 435 |
CRN 8110, 15 Points (2009 1/3) |
| Coordinator: |
Dr John Haywood
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| Prerequisites: |
STAT 331 or 333 |
| Lectures: |
Wed 1-3 timetable |
| Recommended Reading: |
P.J. Brockwell and R.A. Davis, Time Series: Theory and Methods; L.H. Koopmans, The Spectral Analysis of Time Series; W.A. Fuller, Introduction to Statistical Time Series. |
| Description: |
A general introduction to the theory and practice of time series analysis. Topics will include: the basic theory of stationary processes; spectral or Fourier models; AR, MA and ARMA models; linear filtering; time series inference; and the sampling of continuous time processes. This foundation course has broad application in many areas. The statistical system R will be used for graphical displays, data analysis and simulation studies. |
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