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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Fall 2022 Statistics GR5263 section 002
STAT INF/TIME-SERIES MODELLING
STAT INF/TIME-SERIES MODE

Call Number 13847
Day & Time
Location
S 10:10am-12:40pm
203 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Franz Rembart
Type LECTURE
Method of Instruction In-Person
Course Description Prerequisites: STAT GR5205 or the equivalent. 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 38 students (100 max) as of 5:33PM Monday, September 26, 2022
Subject Statistics
Number GR5263
Section 002
Division Graduate School of Arts and Sciences
Open To GSAS
Campus Morningside
Note Math Finance & Stat MA 2nd year students only.
Section key 20223STAT5263G002

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