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Apr 25, 2024
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MATH 6384 - Time-series analysis Credit Hours: 3
Lecture Contact Hours: 3 Lab Contact Hours: 0
Prerequisite: Probability.
The course is about time analysis with emphasis on applications. Topics of this course include autoregressive models and their extensions, nonlinear models, high frequency data analysis, parameter estimation for diffusion and related processes, multivariate time series, extreme value analysis. Practical computational problems are drawn from various areas such as finance, biology, weather prediction.
Repeatability: No
Additional Fee: Y
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