MATH 287A. Time Series Analysis (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math287a
Description
Discussion of finite parameter schemes in the Gaussian and non-Gaussian context. Estimation for finite parameter schemes. Stationary processes and their spectral representation. Spectral estimation. Students who have not taken MATH 282A may enroll with consent of instructor. Prerequisites: MATH 282A or consent of instructor.
Prerequisite courses
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Successor courses
MATH 287A is a prerequisite of the following 1 courses: