Stat 7550: Time Series Theory and Methods

Peter F. Craigmile

Email: pfc <at>
Office: Cockins Hall, Room 427

This course provides a systematic advanced treatment of areas of current interest in the statistical theory and methods for the analysis of time series processes. Topics will include stationary processes, autocovariances and spectral analysis, linear time invariant filtering, autoregressive moving average (ARMA) processes, time series modeling and forecasting, Kalman filtering, and multivariate time series processes.

Prerequisites: Stat 6801-6802 (620-622) and Stat 6950 (645) and (Stat 6560 (656) OR Stat 6860), or permission of instructor.

  • This course is hosted on Carmen.

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