Advanced Methods for Time Series Data

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STAT 5615 and STAT 6542Estimation and distributional theory for time series, generalized estimating functions, M-estimation, frequency domain estimation. Limit theorems under time dependence, mixing, long-memory. Approximations of sampling distributions and standard errors for time series statistics, bootstrap, subsampling. Offered even-numbered years. (Typically Offered: Fall)→STAT 6615→unlocks 0 courses

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