Detroit, MI 48202
Speaker: TC Sun, Wayne State University
Title: “An introduction of the spectral theory of a stationary time series.”
Abstract: In our time series course or seminars we usually concentrated only in the time domain analysis.
In this talk I shall give a simple and intuitive derivation of the spectral theory of a stationary time series.
If time allows I can give a few simple applications. All graduate students who had MAT 5700 should be
able to understand this talk.