ST 783 - Time Series Analysis: Frequency Domain

Institution:

North Carolina State University

Subject:

Statistics

Description:

Theory and methods of time series analysis from frequency point of view. Harmonic analysis, complex demodulation and spectrum estimation. Frequency domain structure of stationary time series and space-time processes. Sampling distributions of commonly used statistics.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ncsu.edu

Phone Number:

(919) 515-2011

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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