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Time Series - MATH5845
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The Quad
 
Faculty: Faculty of Science
 
 
School:  School of Mathematics and Statistics
 
 
Course Outline: http://www.maths.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 2
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
 

Description

Includes spectral estimates, discrete and continuous spectra; periodogram analysis; probability theory, special processes; ergodicity and linear filters; estimation and hypothesis testing.

Note: Course not offered every year - contact School for more information.

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