DanM
Math Student
- Joined
- 8/1/09
- Messages
- 178
- Points
- 28
I'm trying to decide between these two courses. Which one would be more beneficial for quantitative finance?
Introduction to the Theory and Methods of Time Series Analysis
A systematic presentation of many statistical techniques for the analysis of time series data. The core topics include time dependence and randomness, trend, seasonality and error, stationary processes, ARMA and ARIMA processes, multivariate time series models and state-space models.
Time Series and Spectral Analysis
Treatment of discrete sampled data by linear optimum Wiener filtering, minimum error energy deconvolution, autocorrelation and spectral density estimation, discrete Fourier transforms and frequency domain filtering and the Fast Fourier Transform Algorithm. Examples showing applications of time analysis in hydrology, geophysics, image processing etc.
Introduction to the Theory and Methods of Time Series Analysis
A systematic presentation of many statistical techniques for the analysis of time series data. The core topics include time dependence and randomness, trend, seasonality and error, stationary processes, ARMA and ARIMA processes, multivariate time series models and state-space models.
Time Series and Spectral Analysis
Treatment of discrete sampled data by linear optimum Wiener filtering, minimum error energy deconvolution, autocorrelation and spectral density estimation, discrete Fourier transforms and frequency domain filtering and the Fast Fourier Transform Algorithm. Examples showing applications of time analysis in hydrology, geophysics, image processing etc.