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STAT4681 — Intro to Time Series Analysis

4 credits · 4 hours

Introduction to the analysis of time series including those with a connection to environment such as spatial and spatio-temporal statistics. Randomness test, ARMA, ARIMA, spectral analysis, models for stationary and non-stationary time series, seasonal time series models, conditional heteroscedastic models, spatial random processes, covariance functions and variograms, interpolation and kriging. prereq: 3601

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