| Call Number | 15205 |
|---|---|
| Day & Time Location |
S 10:10am-12:40pm 301 Uris Hall |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Franz Rembart |
| 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 | 93 students (100 max) as of 11:06AM Tuesday, December 3, 2024 |
| Subject | Statistics |
| Number | GR5263 |
| Section | 002 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | Math Finance & Stat MA 2nd year students only. |
| Section key | 20243STAT5263G002 |