Basic Information
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
(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) or 94423 - Introduction to Statistics
Semestrial Information
Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
Yair Goldberg
Notes
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הקורס יועבר בימי חמישי במסגרת תכנית משותפת עם אוניברסיטת ת''א.
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למען הסר ספק, הקורס יועבר פיזית בת'א
Registration Groups
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Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
Yair Goldberg
Exams
Session A: 03-07-2022 09:00 - 12:00- בלומפילד 152. 526. 527.
- בלומפילד 151. 527.
Registration Groups
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Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
David Azriel