Advanced Topics in Statistics (461-0-21)

Topic

Nonlinear Time Series

Instructors

Noelle I Samia
847.491.5772
2006 Sheridan Road

Meeting Info

Locy Hall 318: Tues, Thurs 9:30AM - 10:50AM

Overview of class

Topic: Nonlinear Time Series
Course Objective: To cover advanced methods of nonlinear time-series analysis that are deemed useful in applications. Nonlinear time-series models will be discussed, including univariate parametric nonlinear models, univariate nonparametric models, models for non-Gaussian time series, state space models.

Registration Requirements

Prerequisites: STAT 354

Evaluation Method

Grading based on assignments and projects.

Class Materials (Required)

Nonlinear Time Series Analysis by Ruey S. Tay and Rong Chen, 1st edition, 2019, John Wiley & Sons, Inc.

Print ISBN:9781119264057 |Online ISBN:9781119514312 |DOI:10.1002/9781119514312

E-copy freely available from the University Library to Northwestern students.