Week 10-11 Stochastic Process
Course Material
- Course Outline
- Week 1-2 Introduction to Time series
- Week 3-4 Time series components and Stationary Time Series
- Week 5 AutoCorrelation Funtion and Its properties
- Week 6-7 Exponential Smoothing Methods
- Week 8 Spectral Density Function and Periodogram
- Week 9 Mid Term
- Week 10-11 Stochastic Process
- Week 12 Detection of Stationary Series
- Week 13- 14 Autoregressive Model and Moving Average Model
- week 15-16 ARMA and ARIMA Model
- Week 17 Software
- Week 18 Final Exam
- Chapters 13
- Department Statistics
- Teacher
Samra Rani
