STAT GU4263

STAT INF/TIME-SERIES MODELLING

Columbia University in the City of New York · UGRD · Fall 2026

1 section

Catalog description

STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. This is a core course in the MS program in mathematical finance

Sections

Current meeting, instructor, credit, and enrollment details

Updated 12 hours ago

001

Availability not recently verified

Class #columbia_in_city_new_york-STATGU4263Fall 2026UGRD3.00 credits

Days & times: No scheduled meeting time
Meeting dates: —
Location: —
Instructor: Staff

Class numbers and section codes come from the registrar.

Spot missing or incorrect course data?