Mathematics & Statistics

• CAS MA 585: Time Series and Forecasting
  Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model identification, estimation, diagnostics, and forecasting. Modeling financial data via ARCH and GARCH models. Volatility estimation; additional topics, including long-range dependence and state-space models.
• CAS MA 588: Nonparametric Statistics
  The theory and logic in the development of nonparametric techniques including order statistics, tests based on runs, goodness of fit, rank-order (for location and scale), measures of association, analysis of variance, asymptotic relative efficiency.
• CAS MA 589: Computational Statistics
  Topics from computational statistics that are relevant to modern statistical applications: random number generation, sampling, Monte Carlo methods, computational inference, MCMC methods, graphical models, data partitioning, and bootstrapping. Emphasis on developing solid conceptual understanding of the methods through applications.
• CAS MA 671: Chaotic Dynamical Systems
  This course is not open to CAS students. For graduate students in disciplines outside of mathematics. Iterations of functions of one or several variables. Periodicity, stability, chaos, fractals, bifurcations. Julia sets and the Mandelbrot set. Students are required to perform several experiments on personal computers.

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