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Introduction to Time Series Analysis.

Faculty of ScienceMathematics
Credits4
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Semester offeredSemester 1 (Fall), Semester 2 (Winter)
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Last updated3 months ago

Description

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.

Course outline
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