Math 547: Homework 1
Due on: Friday, February 5.
Please type the solutions in LaTeX, or write very clearly if you do it by hand.
Do not submit the draft!
Showing respect to the grader is in your best interest.
Problem 0
Read Chapter 1 of the textbook (Bro

Math 547: Data analysis assignment 1
Due on: Wednesday, February 24.
Please type the solutions in LaTeX or MS Word, or write very clearly if you do it by hand.
The goal of this data assignment is to become familiar with the basic techniques of time
series

.
Problem 0
Read Chapters 2 (2.1-2.5, 2.7) and 3 (3.1-3.4) of the textbook (Brockwell & Davis).
Problem 1, 20pts
1. Let H be the Hilbert space and v H, v 6= 0. Let Lv be the one-dimensional
v
subspace cfw_tv, t R. Show that Lv w = hw, vi kvk
2 is the orth

Math 547: Homework 1
Due on: Friday, February 5.
Please type the solutions in LaTeX, or write very clearly if you do it by hand.
Do not submit the draft!
Showing respect to the grader is in your best interest.
Problem 0
Read Chapter 1 of the textbook (Bro

Math 547: Homework 3
Due on: Friday, April 29.
Please type the solutions in LaTeX, or write very clearly if you do it by hand.
Do not submit the draft!
Showing respect to the grader is in your best interest.
Solving these problems is recommended as part o