STA237A-237B
Time Series Analysis (4-4)
| Class Code: | STA237A-237B |
| Division: | Statistics |
| Prerequisite: | course 131B or the equivalent; course 237A is a prerequisite for course 237B. |
| Description: | ntal data, measures of dependence, large-sample theory, statistical estimation and inference. Univariate and multivariate spectral analysis, regression, ARIMA models, state-space models, Kalman filtering. Offered in alternate years.â(I-II.) |