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Overview
Mathematics & Statistics (Sci) : Stationary processes; estimation and forecasting of ARMA models; non-stationary and seasonal models; state-space models; financial time series models; multivariate time series models; introduction to spectral analysis; long memory models.
Terms: This course is not scheduled for the 2020-2021 academic year.
Instructors: There are no professors associated with this course for the 2020-2021 academic year.