University of Cambridge >
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Richard Weber > Time series
Plot of an AR(1) process
This is a home page for a course of 8 lectures to Cambridge
in Statistics students. The course was first
lectured in winter 1999.
Complete notes, 36 A4 pages
There is one examples sheets. The questions appear in the same order
as topics are covered in lectures.
P.J. Brockwell and R.A. Davis, Time Series: Theory and Methods,
Springer Series in Statistics (1986).
- C. Chatfield
The Analysis of Time Series: Theory and Practice, Chapman and Hall
(1975). Good general introduction,
especially for those completely new to time series.
- P.J. Diggle, Time Series: A Biostatistical Introduction,
Oxford University Press (1990).
- Kendall, M.
Charles Griffin (1976).
This material is provided for students, supervisors (and others) to
freely use in connection with this course. Copyright remains with the
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Last modified: 17 January 2007