University of Cambridge > Mathematics > Statistical Laboratory > Richard Weber > Time series
Plot of an AR(1) process
This is a home page for a course of 8 lectures to Cambridge M.Phil in Statistics students. The course was first lectured in winter 1999.
Complete notes, 36 A4 pages t.pdf
There is one examples sheets. The questions appear in the same order as topics are covered in lectures.
This material is provided for students, supervisors (and others) to freely use in connection with this course. Copyright remains with the author.Notice to external persons accessing this page Please click here.