Stationary series, spectral analysis, models in time series: autoregressive, moving average, ARMA and ARIMA. Smoothing series, computational techniques and computer packages for time series. Prerequisites: STAT 372 and 378. Note: This course may only be offered in alternate years.
Measure and integration, Laws of Large Numbers, convergence of probability measures. Conditional expectation as time permits. Prerequisites: STAT 471 and STAT 512 or their equivalents.