When:	11:40am-14:30pm Wednesdays		Where:	025 Old Chemistry Building
Prof:	Mike West, Duke Statistics		TA:	TBA, Duke Statistics
Office Hours:	tba

Prerequisites: STA 214, 215, 244, 376. This is an advanced graduate course that will involve facility with mathematical statistics, applied statistical modelling, simulation and scientific computing (in Matlab and/or R/Splus, C/C++, etc) at the level of these core STA courses. In particular, incoming students will need to be prepared and experienced in multivariate statistics, modelling, simulation, theory of stochastic processes and computation at the level and in terms of coverage represented in STA 214 (which can be explored here from fall semester 2004.) STA 356 is a research-level oriented course and students will be expected to read extensively, including book material and a number of research papers, and to work individually and in small groups on mastering theory, methods and substantial computational implementation. The pace will be fast; class will be high-level discussion, overview and perspective, and for student presentations. Out-of-class work will involve mastering model theory and the associated mathematical statistics, and regular programming developments of models and methods throughout and in projects. Projects implementing, evaluating and applying computational methods for statistical analysis of time series models will form the basis of the course.