Prerequisites: STAT 216A or consent of instructor
Description: Topics include spectral analysis and estimation, higher-order spectral analysis, Kalman filtering and prediction, and nonlinear, nonstationary, and non-Gaussian time series.
Prerequisites: STAT 216A or consent of instructor
Description: Topics include spectral analysis and estimation, higher-order spectral analysis, Kalman filtering and prediction, and nonlinear, nonstationary, and non-Gaussian time series.