STAT4230-A Time Series Analysis (Spring 2021)

Course Details

Session, Dates: 1 (01/14/2021 - 04/30/2021)
Days: M W F
Time: 01:00 - 01:50 pm
Location: Moon Campus
Room: Business School 118
Seats Available: No Seats 3 Waiting
Credits: 3
Virtual Rotation (details)

Course Description

This course introduces the mathematical and statistical foundations necessary for the study of time dependent sets, more commonly referred to as time series. The estimation of model parameters and the application of the models to forecasting constitute the main themes of the course. Specific topics include smoothing techniques, the tudy of autocorrelation, and the standard auto regressive integrated moving average (ARIMA) models.

Prerequiisite: STAT4250

About the Instructor(s)

Qian Zhao, Ph.D.
Assistant Professor of Actuarial Science
Mathematics

zhao@rmu.edu
412-397-4065 phone
John Jay 316
Profile