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Statistical Analysis of Dependent Data - MATH3841 | |||||||||||||||||||||||||||||||||||||||||||||||
Description Extension of statistical modelling from independently distributed data to modelling dependence in observed data. Understanding of basic distributions and models useful in practical situations. 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. Time series models, stationary time series, ARMA and forecasting ARMA. Spatial processes, sample semivariograms and Kriging.
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