Stationarity, Auto-correlation, Auto-regression Processes, Moving Averages, Parameter Estimation, Yule-walker Equations, Maximum Likelihood Estimation, Prediction, Spectral Representation, Spectral Estimation.

Faculty: Data and Decision Sciences
|Undergraduate Studies |Graduate Studies

Pre-required courses

(94131 and 94423 - Introduction to Statistics) or (94312 - Deterministic Mod.in Operations Research and 94424 - Statistics 1) or (94312 - Deterministic Mod.in Operations Research and 94423 - Introduction to Statistics) or (94313 - Deterministic Models in Oper.research and 94424 - Statistics 1) or (94314 - Stochastic Models in Oper.research and 94424 - Statistics 1) or (94314 - Stochastic Models in Oper.research and 94423 - Introduction to Statistics)


Semestrial Information