Stochastic Processes and Time Series
STAT3011
Section I of this course will introduce the fundamental concepts of applied stochastic processes and Markov chains used in financial mathematics, mathematical statistics, applied mathematics and physics. Section II of the course establishes some methods of modeling and analysing situations which depend on time. Fitting ARMA models for certain time series are considered from both theoretical and practical points of view. Throughout the course we will use the S-PLUS (or R) statistical packages to give analyses and graphical displays.
Unit of study details
Unit of study level: Senior
Credit points: 6
Commencing semesters: 1
Further unit of study information
Unit of study handbook: STAT3011
Costs and scholarships information: Costs and Scholarships
Final dates to withdraw from units of study: Census Dates
Available for study abroad and exchange: Yes
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