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Campus | Haverford |
Semester | Fall 2020 |
Registration ID | MATHH396A001 |
Course Title | Advanced Topics in Probability and Statistics: Time Series Analysis |
Credit | 1.00 |
Department | Mathematics |
Instructor | Janofsky,Eric |
Times and Days | MTh 08:30pm-10:00pm
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Room Location | |
Additional Course Info | Class Number: 2799 Various topics in statistics will be covered. This course covers analysis and methodology for time-ordered data. The course will emphasize time-domain and frequency-domain approaches. Topics will include stationarity, ARIMA models, ACF and partial ACF, spectral estimation, discrete Fourier transform and state-space models.; Crosslisted: Mathematics, Statistics; Prerequisite(s): MATH 218 and one of the following: MATH 203, ECON 203/204, PSYC 200, SOCL 215; or instructor consent; Enrollment Limit: 50 Div: II; Natural Science, Quantitative (; Hav: NA, QU) Temporary change to Enrollment Limit for Fall 2020 |
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