Prerequisite: STAT 544 or ECE 528 or equivalent multivariable calculus-based graduate course in Applied Probability or Random Processes
Course Description:Modeling stationary and nonstationary processes, autoregressive, moving average and mixed model processes, hidden periodicity models, properties of models, autocovariance functions, autocorrelation functions, partial autocorrelation functions, spectral density functions, identification of models, estimation of model parameters, and forecasting techniques. af
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