Stochastic Processes and Time Series Adv (STAT3911)


This is an Advanced version of STAT3011. There will be 3 lectures in common with STAT3011. In addition to STAT3011 material, theory on branching processes and Brownian bridges will be covered.

Our courses that offer this unit of study

Further unit of study information


Three 1 hour lecture, one 1 hour tutorial per week, plus an extra 1 hour lecture per week on advanced material in the first half of the semester. Seven 1 hour computer laboratories (on time series) in the second half of the semester (one 1 hour class per week).


One 2 hour exam, assignments and/or quizzes, and computer practical reports (100%)

Faculty/department permission required?


Unit of study rules


(STAT2911 or credit in STAT2011) and (MATH1003 or MATH1903 or MATH1907)


STAT3903, STAT3005, STAT3011, STAT3905, STAT3003

Study this unit outside a degree

Non-award/non-degree study

If you wish to undertake one or more units of study (subjects) for your own interest but not towards a degree, you may enrol in single units as a non-award student.

Cross-institutional study

If you are from another Australian tertiary institution you may be permitted to underake cross-institutional study in one or more units of study at the University of Sydney.