Handbook

This course extends statistical modelling from independently distributed data to modelling dependence in observed data, and develops an understanding of basic distributions and models useful in practical situations. It continues with the development of statistical methods for analysis of dependent data arising in multivariate observations, time series and spatial processes, and also covers multivariate normal distribution, Hotelling's T-squared, Wishart distribution. It concludes with a study of time series models, stationary time series, ARMA and forecasting ARMA, spatial processes, sample semivariograms and Kriging.