This material is directly relevant to current research and applications in areas as diverse as survival analysis, nonparametric regression and environmetrics. Topics will be illustrated using examples from various disciplines. This course will investigate the nature of stationary stochastic processes from the spectral and time domain points of view. Aspects of parameter estimation and prediction in a computationally intensive environment will be the presentation style. The methods developed in this course will have applicability in many sciences such as engineering, environmental sciences, geography, soil sciences, and life sciences.
Course is based on real data in risk analysis.