STAT 4263Section 001Fall 20263 credits
Stat Inf/Time-Series Modelling
Call number
Saturday
10:10am–12:40pm
URIS HALL URI 301
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Prerequisites: STAT GU4204 or the equivalent. STAT GU4205 is recommended. Modeling and inference for random processes, from natural sciences to finance and economics. ARMA, ARCH, GARCH and nonlinear models, parameter estimation, prediction and filtering. This is a core course in the MS program in mathematical finance
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In your week
Sat5
Where it meets
Flat map — motion reduced
Workload and grading
- Grading
- Not published
- Format
- Not published
- Credits
- 3 credits
Reported workload
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