Autumn 2018 STAT 33600=STAT 26100

Course: STAT 26100=STAT 33600
Title: Time Dependent Data
Instructor(s): Wei Biao Wu
Teaching Assistant(s): Youngseok Kim
Class Schedule: Sec 01: TR 9:30 AM–10:50 AM in Eckhart 133
Office Hours:
Textbook(s): Shumay, Stoffer, Time Series Analysis and Its Applications with R Examples, 3rd edition. Available online on any UChicago network.
Description: This course considers the modeling and analysis of data that are ordered in time. The main focus will be on quantitative observations taken at evenly spaced intervals and will include both time-domain and spectral approaches. Time permitting, statistical approaches to other data types, such as multiple time series, categorical observations or point processes, will be considered.