Unit of study_
Stochastic Processes and Time Series - STAT3011
Year - 2018
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.
Classes
Three 1 hour lectures and one 1 hour tutorial per week; ten 1 hour computer laboratories per semester.
Assessment
One 2 hour exam, assignments and/or quizzes, and computer practical reports (100%)
STAT2X11 and (MATH1X03 or MATH1907 or MATH1X23 or MATH1933).
ProhibitionsSTAT3911 or STAT3903 or STAT3003 or STAT3905 or STAT3005
Details
Faculty: Science
Semester 1
05 Mar 2018
Department/School: Mathematics and Statistics Academic Operations
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2018
Unit of study level: Senior
Credit points: 6.0
EFTSL: 0.125
Available for study abroad and exchange: Yes
Faculty/department permission required? No
Location
Camperdown
More details
HECS Band: 2
Courses that offer this unit
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 undertake cross-institutional study in one or more units of study at the University of Sydney.
