UNSW Handbook Course - Statistical Analysis of Dependent Data

Statistical Analysis of Dependent Data - MATH3841


	Faculty: Faculty of Science
	School: School of Mathematics
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 4
	Enrolment Requirements:
	Prerequisite: MATH3811 or MATH3911; Excluded: MATH3820, MATH3870, MATH3920, MATH3941, MATH3970.
	Session Offered: See Class Timetable
	Fee Band: 2 (more info)

Description

Development of statistical methods for analysis of dependent data arising in multivariate observations, time series and spatial processes. Multivariate normal distribution, Hotelling's T-squared, Wishart distribution. Discriminant analysis, principle component analysis, canonical analysis and factor analysis. Classification methods. Stationary and non-stationary time series models, autocorrelation, linear time series models, forecasting. Models for spatial processes.

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