Overview
Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.
Terms: This course is not scheduled for the 2015-2016 academic year.
Instructors: There are no professors associated with this course for the 2015-2016 academic year.