STAT4063

Course Descriptions

This course provides students with sophisticated statistical techniques and models for analysing time series data. Using statistical packages, such as R and Matlab, as computational aid, students will learn to use the models for analysis and forecasting where the distributions of arrival-times and withdrawal-times are unknown and not parametrically modelled. This statistical topic has achieved great prominence in the theoretical statistical literature because it is a particularly good arena for the introduction of techniques of estimating and testing finite-dimensional parameter values – such as a treatment-effectiveness parameter in clinical studies – in the presence of infinite-dimensional unknown parameters. Such problems are referred to as semi-parametric.

Prerequisite

STAT2013 Regression Analysis

Workload

Workload not available

Modules

Modules not available