APMA 1670 - Statistical Analysis of Time Series

Institution:

Brown University

Subject:

Description:

Time series analysis is an important branch of mathematical statistics with many applications to signal processing, econometrics, geology, etc. The course emphasizes methods for analysis in the frequency domain, in particular, estimation of the spectrum of time-series, but time domain methods are also covered. Prerequisites: elementary probability and statistics on the level of AM 165-166. Offered in alternate years.

Credits:

1.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.brown.edu

Phone Number:

(401) 863-1000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.