| Course: | STAT 30810 |
| Title: | High Dimensional Time Series Analysis |
| Instructor(s): | Wei Biao Wu |
| Class Schedule: | Sec 01: MWF 10:30 AM-11:20 AM in Jones 226 |
| Office Hours: | |
| Description: | This course will include lectures on the following topics: review of asymptotics for low dimensional time series analysis (linear and nonlinear processes; nonparametric methods; spectral and time domain approaches); covariance, precision, and spectral density matrix estimation for high dimensional time series; factor models; estimation of high dimensional vector autoregressive processes; prediction; and high dimensional central limit theorems under dependence. |