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Syllabus:

Time Series Analysis and Spatial Statistics, 7.5 credits

The course is discontinued

Swedish name: Tidsserieanalys och spatial statistik
This syllabus is valid: 2012-01-23 and until further notice
Syllabus for courses starting after 2012-01-23
Course code: 5MS030
Credit points: 7.5
Education level: Second cycle
Main Field of Study and progress level: Mathematical Statistics: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-cycle course/s as entry requirements
Grading scale: Pass with distinction, Pass, Fail
Responsible department: Department of Mathematics and Mathematical Statistics

Required Knowledge

Univ: Courses in Probabiltity Theory or Transform Methods and at least one basic course in Mathematical Statistics. Proficiency in English equivalent to Swedish upper secondary course English A (IELTS (Academic) with a minimum overall score of 5.5 and no individual score below 5.0. TOEFL PBT (Paper-based Test) with a minimum total score of 530 and a minimum TWE score of 4. TOEFL iBT (Internet-based Test) with a minimum total score of 72 and a minimum score of 17 on the Writing Section). Where the language of instruction is Swedish, applicants must prove proficiency in Swedish to the level required for basic eligibility for higher studies.

Literature

Brockwell P-J
Introduction to Time Series and Forecasting 2nd ed.
Springer ISBN 978-1-475-77750-5 : 2013 :
Mandatory

Introduction to time series and forecasting
Brockwell Peter J., Davis Richard A.
2. ed. : New York : Springer : 2002 : xiv, 434 s. :
ISBN: 0-387-95351-5 (alk. paper)
Mandatory
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