Note: This is the 2024鈥�2025 eCalendar. Current program and course information is now found in the 91吃瓜 Course Catalogue at .
Vue d'ensemble
Math茅matiques et Statistiques (Sci) : Linear Processes and the Wold Decomposition; positive definite operators; Autocovariance and autocovariance generating functions; model estimation and inference; estimation for mixed processes using moments and the likelihood; diagnostic checking; tests with residuals; spectral analysis; estimation of spectral density the peridogram; spectral window and tapers; asymptotic moments of spectral estimates; fractional noise and long range dependence; continuous time models.
Terms: This course is not scheduled for the 2024-2025 academic year.
Instructors: There are no professors associated with this course for the 2024-2025 academic year.
Prerequisite: MATH 545 or equivalent
