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Unit of study_

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.

Classes
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).

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

Pre-requisites

(STAT2911 or a mark of 65 or above in STAT2011) and (MATH1X03 or MATH1907 or MATH1X23 or MATH1933)

Prohibitions

STAT3011 or STAT3905 or STAT3005 or STAT3003 or STAT3903, STAT3011 or STAT3905 or STAT3005 or STAT3003 or STAT3903

Details

Faculty: Science

Semester 1

25 Feb 2019

Department/School: Mathematics and Statistics Academic Operations
Study Mode: Normal (lecture/lab/tutorial) day
Census Date: 31 Mar 2019
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
Courses that offer this unit

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