STAT3011 Stochastic Processes and Time Series

This page contains information on the Senior normal Unit of Study STAT3011: Stochastic Processes and Time Series.

• Taught in Semester 1.
• Credit point value: 6.
• Classes per week: Three lectures and one tutorial.
• Lecturer(s): Professor E. Seneta and Neville Weber.

Please refer to the Senior Mathematics and Statistics Handbook for all questions relating to Senior Mathematics and Statistics. In particular, see the STAT3011 handbook entry for further information relating to STAT3011.

You may also view the Faculty Handbook entry for STAT3011 from the central units of study database.

• Information Sheet for Stochastic Processes.
• Lecture Notes for Lectures in Common.

Tutorial Question Sheets

• Tutorial 1
• Tutorial 2
• Tutorial 3
• Tutorial 4
• Tutorial 5
• Tutorial 6

Tutorial Answer Sheets

• Solutions Tutorial 1
• Solutions Tutorial 2
• Solutions Tutorial 3
• Solutions Tutorial 4
• Solutions Tutorial 5
• Solutions Tutorial 6

Assignment Sheets

• Assignment 1
• Assignment 2

Assignment Solutions

• Assignment 1 Solutions
• Assignment 2 Solutions

Tutorial and Computer Lab Sheets

• Week 7 questions
• Week 8 questions
• Week 9 questions
• Week 10 questions
• Week 11 questions
• Week 12 questions
• Week 13 questions

Tutorial Solutions

• Tutorial 7 solutions
• Tutorial 8 solutions
• Tutorial 9 solutions
• Tutorial 10 solutions
• Tutorial 11 solutions
• Tutorial 12 solutions
• Tutorial 13 solutions

Assignments

• Assignment 3
• Assignment 4

Data sets

highway

Ibmdata

Assignment Solutions

• Assignment 3 solutions
• Assignment 4 solutions

2007 Examination

• 2007 STAT3011 examination

• 2007 STAT3911 examination

2008 Examination Instructions

There are SIX questions. Questions are NOT of equal value. Non-programmable electronic calculators may be used. An A4 double sided sheet of handwritten notes may be used.