MathMods :: Joint MSc

Stationary processes and time series analysis

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: Vienna University of Technology
  • Objectives:

     

    Introduction to the theory of stationary processe and time series analysis.

  • Topics:

     

    Stationary processes, basics, autocovariance function, spectral representation, spectrum, linear filters, transfer function, AR/ARMA processes, forecasting, estimation.

Read 1086 times Last modified on Tuesday, 20 February 2018 16:47
Home Program structure Semester 2 Course units Stationary processes and time series analysis

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