Course Catalog - 2011-2012

     

STAT 551 - ADVANCED TOPICS IN TIME SERIES

Long Title: ADVANCED TOPICS IN TIME SERIES
Department: Statistics
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Prerequisite(s): (STAT 421 OR STAT 621) AND STAT 532 or permission of instructor
Description: The course will cover current topics in both modeling and forecasting discrete and continuous time series. A brief coverage will also be given to spatial and spatial-temporal processes. Emphasis will be placed on applications in the area of computational finance.
Course URL: http://statistics.rice.edu/feed/Courses.aspx