STAT 6814

Statistical Time Series Analysis

Missouri University of Science and Technology · UGRD · Fall 2026

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A formal introduction to the fundamentals of statistical modeling and analysis of discrete time series. Topics include autoregressive and moving average processes, ARMA models, second order stationarity, vector processes, autocorrelation function, Fourier representation, estimation and prediction of time series. Prerequisites: Stat 5643 and Math 3108.

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Class #missouri_sandt-0766Fall 2026UGRD3.0 credits
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