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Fall 2022 Statistics GU4263 section 001
STAT INF/TIME-SERIES MODELLING
STAT INF/TIME-SERIES MODE

Call Number 13808
Day & Time
Location
TR 6:10pm-7:25pm
301 Uris Hall
Points 3
Grading Mode Standard
Approvals Required None
Instructor Gokce Dayanikli
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. This is a core course in the MS program in mathematical finance.
Web Site Vergil
Department Statistics
Enrollment 3 students (35 max) as of 5:33PM Monday, September 26, 2022
Subject Statistics
Number GU4263
Section 001
Division Graduate School of Arts and Sciences
Open To Columbia College, Engineering:Undergraduate, Engineering:Graduate, GSAS, General Studies
Campus Morningside
Section key 20223STAT4263G001

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SIS update 09/26/22 17:33    web update 09/26/22 21:16