Description

This unit covers linear and nonlinear stochastic models; stationary and nonstationary linear time series; estimation for ARMA models; model building and forecasting with ARMA time series; nonlinear time series; regression analysis of time series; time series and continuous-time models with long-range dependence; and multivariate time series. Applications include risk management and term structure dynamics; nonlinear pricing derivatives; population biology models; selection of time series models for detecting climate change; and trend detection in regional mean temperature series.

For more info see the Handbook: http://handbooks.uwa.edu.au/units/stat/stat7450

Assessment

Supplementary assessment is not available in this unit.