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Statistical Analysis of Dependent Data - MATH3841
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Faculty: Faculty of Science
 
 
School:  School of Mathematics and Statistics
 
 
Course Outline: http://www.maths.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 4
 
 
Enrolment Requirements:
 
 
Prerequisite: MATH3811 or MATH3911.
 
 
Excluded: MATH3941
 
 
CSS Contribution Charge:Band 5 (more info)
 
 
Tuition Fee:See Tuition Fee Schedule
 
 
Further Information: See Class Timetable
 
 

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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