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Time Series and Statistical Inference (6 points)


Leader: Dr Malcolm Clark

Clayton Second semester 2003 (Day)
Clayton Second semester 2004 (Day)

Synopsis: Time series: autocovariance and autocorrelation functions; stationary processes; autoregressive, moving average and mixed models; model specification; model fitting and checking using Minitab. Inference: introduction to point and interval estimation; unbiasedness, consistency, efficiency; Cramer-Rao inequality; method of moments; maximum likelihood estimation; sufficiency; Rao-Blackwell theorem; hypothesis testing; likelihood-ratio tests.

Assessment: Examination (3 hours): 80% + Assignments: 20%

Contact Hours: Three 1-hour lectures and an average of one 1-hour support class per week

Prerequisites: STA2022 or equivalent

Prohibitions: MAT3232, MAT3251

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