Call Number | 13397 |
---|---|
Day & Time Location |
TR 6:10pm-7:25pm 329 Pupin Laboratories |
Points | 3 |
Grading Mode | Standard |
Approvals Required | None |
Instructor | Yisha Yao |
Type | LECTURE |
Method of Instruction | In-Person |
Course Description | Available to SSP, SMP Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. |
Web Site | Vergil |
Department | Statistics |
Enrollment | 53 students (100 max) as of 5:08PM Saturday, September 7, 2024 |
Subject | Statistics |
Number | GR5263 |
Section | 001 |
Division | Graduate School of Arts and Sciences |
Open To | GSAS |
Note | Math Finance & Stat MA 2nd year students only. |
Section key | 20233STAT5263G001 |