STAT 730 TEST Review Topics
===========================  4/3/2026

STATIONARY 	Wide and Strict Sense Processes

WOLD Decomposition

LINEAR PROCESS

CAUSAL, INVERTIBLE PROCESSES

MA(\infty), AR(\infty) Representations

Prediction, Projection

ACF,  PACF                          ARMA(p,q) examples,  p+q <= 2

RECURSION  (Levinson-Durbin)

Conditional and Exact (Gaussian) likelihoods for ARMA processes

Large-Sample Limiting Behavior for Autocovariance & ARMA Parameter Estimates

Difference Equations for ACF

Regression on Sinusoids

Periodogram

ARMA   periodogram

Spectral Density

Spectral behavior of Linearly Filtered Processes

Large-sample behavior of Periodogram