Stationary and non-stationary models, seasonal time series, ARMA models: calculation of ACF, PACF, mean and ACF estimation. Barlett's formula, modelestimation: Yule-Walker estimates, ML method. identification techniques, diagnostic checking forecasting, spectral analysis, the periodogram. Current software and applications.

Prerequisites: PSTAT 10 and PSTAT 120B both with a minimum grade of C or better.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
These majors only finms stsds actsc stsap stats
FELDMAN R
No info found

Time location TBD

PSTATW 174 Feldman R Fall 2023 Total: 91
PSTAT 160A
0 / 75 Enrolled
Applied Stochastic Processes
Palaniappan V
T R
09:30 AM - 10:45 AM
37.0% A
PSTAT 170
0 / 75 Enrolled
Introduction to Mathematical Finance
Michael Ludkovski 3.3
T R
11:00 AM - 12:15 PM
33.6% A
PSTAT 171
0 / 75 Enrolled
Mathematics of Fixed Income Markets
Karen GRIGORIAN 2.9
M W
18:30 PM - 19:45 PM
28.5% A
PSTAT 172A
0 / 75 Enrolled
Actuarial Statistics I
Hal Pedersen 2.1
T R
14:00 PM - 15:15 PM
18.6% A
PSTAT 174
0 / 80 Enrolled
Time Series
Tomoyuki Ichiba 3.8
T R
11:00 AM - 12:15 PM
48.0% A
PSTAT 182T
0 / 25 Enrolled
Tutorial in Actuarial Statistics
T B A
T
18:30 PM - 19:45 PM
94.2% A
What classes should I take?
Recommend Classes
What classes should I take