uwloo

Statistics (STAT)

43 undergraduate courses in the 2026–27 Undergraduate Calendar, and 38 graduate courses in the Fall 2026 Graduate Calendar.

Undergraduate

STAT 202 Introductory Statistics for Scientists0.50 units

Elementary probability, populations, samples, and distributions with biological examples. Methods for data summary and presentation. Estimation, hypothesis testing, two-sample techniques and paired comparisons, regression, correlation.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT220 - Probability (Non-Specialist Level) (0.50)
    • STAT230 - Probability (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 206 Statistics for Software Engineering0.50 units

Empirical problem solving with applications to software engineering. An introduction to probability theory. An introduction to distribution theory and to methods of statistical inference, including confidence intervals and hypothesis testing. An introduction to regression.

Prerequisites
  • Complete all of the following

Calendar entryRequirements, Fall 2026Course outlines

STAT 211 Introductory Statistics and Sampling for Accounting0.50 units

Descriptive statistics, probability, discrete and continuous random variables. Sampling distributions and simple hypothesis testing. Introduction to survey sampling.

Prerequisites

Calendar entryRequirements, Fall 2026Course outlines

STAT 220 Probability (Non-Specialist Level)0.50 units

The laws of probability, discrete and continuous random variables, expectation, central limit theorem.

Prerequisites
  • Must have completed at least 1 of the following:
    • MATH118 - Calculus 2 for Engineering (0.50)
    • MATH119 - Calculus 2 for Engineering (0.50)
    • MATH128 - Calculus 2 for the Sciences (0.50)
    • MATH138 - Calculus 2 for Honours Mathematics (0.50)
    • MATH148 - Calculus 2 (Advanced Level) (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT202 - Introductory Statistics for Scientists (0.50)
    • STAT230 - Probability (0.50)
    • STAT240 - Probability (Advanced Level) (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 221 Statistics (Non-Specialist Level)0.50 units

Empirical problem solving, measurement systems, causal relationships, statistical models, estimation, confidence intervals, tests of significance.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH128 - Calculus 2 for the Sciences (0.50)
      • MATH138 - Calculus 2 for Honours Mathematics (0.50)
      • MATH148 - Calculus 2 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT220 - Probability (Non-Specialist Level) (0.50)
      • STAT230 - Probability (0.50)
      • STAT240 - Probability (Advanced Level) (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT231 - Statistics (0.50)
    • STAT241 - Statistics (Advanced Level) (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 230 Probability0.50 units

This course provides an introduction to probability models including sample spaces, mutually exclusive and independent events, conditional probability and Bayes' Theorem. The named distributions (Discrete Uniform, Hypergeometric, Binomial, Negative Binomial, Geometric, Poisson, Continuous Uniform, Exponential, Normal (Gaussian), and Multinomial) are used to model real phenomena. Discrete and continuous univariate random variables and their distributions are discussed. Joint probability functions, marginal probability functions, and conditional probability functions of two or more discrete random variables and functions of random variables are also discussed. Students learn how to calculate and interpret means, variances and covariances particularly for the named distributions. The Central Limit Theorem is used to approximate probabilities.

Prerequisites
  • Complete all of the following
    • Complete 1 of the following
      • Must have completed at least 1 of the following:
        • MATH118 - Calculus 2 for Engineering (0.50)
        • MATH119 - Calculus 2 for Engineering (0.50)
        • MATH138 - Calculus 2 for Honours Mathematics (0.50)
        • MATH148 - Calculus 2 (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:
        • MATH128 - Calculus 2 for the Sciences (0.50)
      • Earned a minimum grade of 80% in at least 1 of the following:
        • MATH116 - Calculus 1 for Engineering (0.50)
        • MATH117 - Calculus 1 for Engineering (0.50)
        • MATH137 - Calculus 1 for Honours Mathematics (0.50)
        • MATH147 - Calculus 1 (Advanced Level) (0.50)
    • Complete 1 of the following
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT220 - Probability (Non-Specialist Level) (0.50)
    • STAT240 - Probability (Advanced Level) (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 231 Statistics0.50 units

This course provides a systematic approach to empirical problem solving which will enable students to critically assess the sampling protocol and conclusions of an empirical study including the possible sources of error in the study and whether evidence of a causal relationship can be reasonably concluded. The connection between the attributes of a population and the parameters in the named distributions covered in STAT 230 will be emphasized. Numerical and graphical techniques for summarizing data and checking the fit of a statistical model will be discussed. The method of maximum likelihood will be used to obtain point and interval estimates for the parameters of interest as well as testing hypotheses. The interpretation of confidence intervals and p-values will be emphasized. The Chi-squared and t distributions will be introduced and used to construct confidence intervals and tests of hypotheses including likelihood ratio tests. Contingency tables and Gaussian response models including the two sample Gaussian and simple linear regression will be used as examples.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH118 - Calculus 2 for Engineering (0.50)
      • MATH119 - Calculus 2 for Engineering (0.50)
      • MATH128 - Calculus 2 for the Sciences (0.50)
      • MATH138 - Calculus 2 for Honours Mathematics (0.50)
      • MATH148 - Calculus 2 (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed at least 1 of the following:
        • STAT230 - Probability (0.50)
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 70% in each of the following:
        • STAT220 - Probability (Non-Specialist Level) (0.50)
    • Complete 1 of the following
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT221 - Statistics (Non-Specialist Level) (0.50)
    • STAT241 - Statistics (Advanced Level) (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 240 Probability (Advanced Level)0.50 units

STAT 240 is an advanced-level enriched version of STAT 230.

Prerequisites
  • Complete all of the following
    • Complete 1 of the following
      • Must have completed at least 1 of the following:
        • MATH138 - Calculus 2 for Honours Mathematics (0.50)
        • MATH148 - Calculus 2 (Advanced Level) (0.50)
      • Earned a minimum grade of 80% in at least 1 of the following:
        • MATH137 - Calculus 1 for Honours Mathematics (0.50)
        • MATH147 - Calculus 1 (Advanced Level) (0.50)
    • Enrolled in an Honours Mathematics program
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT220 - Probability (Non-Specialist Level) (0.50)
    • STAT230 - Probability (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 241 Statistics (Advanced Level)0.50 units

STAT 241 is an advanced-level enriched version of STAT 231.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH138 - Calculus 2 for Honours Mathematics (0.50)
      • MATH148 - Calculus 2 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT230 - Probability (0.50)
      • STAT240 - Probability (Advanced Level) (0.50)
    • Enrolled in an Honours Mathematics program
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT221 - Statistics (Non-Specialist Level) (0.50)
    • STAT231 - Statistics (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 316 Introduction to Statistical Problem Solving0.50 units

This is an applications oriented course which prepares the nonmathematical student to use statistical software as a research tool. Topics include aids for statistical analysis and the preparation of documents such as reports and theses. The course provides sufficient background for application to other problems specific to the individual's field.

Prerequisites
  • Complete 1 of the following
    • Must have completed at least 1 of the following:
      • ECON221 - Statistics for Economists (0.50)
      • ENVS278 - Applied Statistics for Environmental Research (0.50)
      • HLTH204 - Quantitative Approaches to Health Science (0.50)
      • KIN232 - Research Design and Statistics (0.50)
      • LS280 - Social Statistics (0.50)
      • PSCI314 - Quantitative Analysis (0.50)
      • PSYCH292 - Basic Data Analysis (0.50)
      • REC371 - Quantitative Data Analysis and Mobilization (0.50)
      • SDS250R - Social Statistics (0.50)
      • SOC280 - Social Statistics (0.50)
    • Earned at least 0.5 units from STAT
Antirequisites
  • Complete all of the following
    • Not completed nor concurrently enrolled in any of the following:
      • STAT331 - Applied Linear Models (0.50)
      • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • Not open to students enrolled in Honours Mathematics

Calendar entryRequirements, Fall 2026Course outlines

STAT 321 Regression and Forecasting (Non-Specialist Level)0.50 units

Modelling the relationship between a response variable and several explanatory variables via regression models. Model diagnostics and improvement. Using regression models for forecasting, Exponential smoothing. Simple time series modelling.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH225 - Applied Linear Algebra 2 (0.50)
      • MATH235 - Linear Algebra 2 for Honours Mathematics (0.50)
      • MATH245 - Linear Algebra 2 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT221 - Statistics (Non-Specialist Level) (0.50)
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • AFM323 - Quantitative Foundations for Finance (0.50)
    • STAT331 - Applied Linear Models (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • STAT373 - Regression and Forecasting Methods in Finance (0.50)
    • STAT374 - Quantitative Foundations for Finance (0.50)
    • STAT443 - Forecasting (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 322 Sampling and Experimental Design (Non-Specialist Level)0.50 units

Planning sample surveys; simple random sampling; stratified sampling. Observational and experimental studies. Blocking, randomization, factorial designs. Analysis of variance. Applications of design principles.

Prerequisites
  • Must have completed at least 1 of the following:
    • STAT221 - Statistics (Non-Specialist Level) (0.50)
    • STAT231 - Statistics (0.50)
    • STAT241 - Statistics (Advanced Level) (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT332 - Sampling and Experimental Design (0.50)
    • STAT372 - Survey Sampling and Experimental Design Techniques for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 330 Mathematical Statistics0.50 units

This course provides a mathematically rigorous treatment for topics covered in STAT 230 and 231, and to make essential extensions to the multivariate case. Maximum likelihood estimation. Random variables and distribution theory. Generating functions. Functions of random variables. Limiting distributions. Large sample theory of likelihood methods. Likelihood ratio tests. Joint probability (density) functions, marginal probability (density) functions, and conditional probability (density) functions of two or more random variables are discussed. Topics covered include independence of random variables, conditional expectation and the determination of the distribution of functions of random variables using the cumulative distribution method, change of variable and moment generating functions. Properties of the Multinomial and Bivariate Normal distributions are proved. Limiting distributions, including convergence in probability and convergence in distribution, are discussed. Important results, including the Weak Law of Large Numbers, Central Limit Theorem, Slutsky's theorem, and the Delta Method, are introduced with applications. The maximum likelihood method is discussed for the multi-parameter case. Asymptotic properties of the maximum likelihood estimator are examined and used to construct confidence intervals or regions. Tests for simple and composite hypotheses are constructed using the Likelihood Ratio Test.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH237 - Calculus 3 for Honours Mathematics (0.50)
      • MATH247 - Calculus 3 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT334 - Probability Models for Business and Accounting (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 331 Applied Linear Models0.50 units

Modelling the relationship between a response variable and several explanatory variables (an output-input system) via regression models. Least squares algorithm for estimation of parameters. Hypothesis testing and prediction. Model diagnostics and improvement. Algorithms for variable selection. Nonlinear regression and other methods.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH235 - Linear Algebra 2 for Honours Mathematics (0.50)
      • MATH245 - Linear Algebra 2 (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT241 - Statistics (Advanced Level) (0.50)
      • Earned a minimum grade of 70% in each of the following:
        • SYDE212 - Probability, Statistics, and Data Science (0.50)
      • Earned a minimum grade of 60% in each of the following:
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • AFM323 - Quantitative Foundations for Finance (0.50)
    • ECON421 - Econometric Theory (0.50)
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • STAT373 - Regression and Forecasting Methods in Finance (0.50)
    • STAT374 - Quantitative Foundations for Finance (0.50)
    • SYDE334 - Applied Statistics (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 332 Sampling and Experimental Design0.50 units

Designing sample surveys. Probability sampling designs. Estimation with elementary designs. Observational and experimental studies. Blocking, randomization, factorial designs. Analysis of variance. Designing for comparison of groups.

Prerequisites
  • Complete 1 of the following
    • Must have completed the following:
      • STAT241 - Statistics (Advanced Level) (0.50)
    • Earned a minimum grade of 70% in each of the following:
      • SYDE212 - Probability, Statistics, and Data Science (0.50)
    • Earned a minimum grade of 60% in each of the following:
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • BIOL361 - Biostatistics and Experimental Design (0.50)
    • STAT322 - Sampling and Experimental Design (Non-Specialist Level) (0.50)
    • STAT372 - Survey Sampling and Experimental Design Techniques for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 333 Stochastic Processes 10.50 units

This course provides an introduction to stochastic processes, with an emphasis on regenerative phenomena. Topics cover generating functions, conditional probability distributions and conditional expectation, discrete-time Markov chains with a countable state space, limit distributions for ergodic and absorbing chains, applications including the random walk, the gambler's ruin problem, and the Galton-Watson branching process, an introduction to counting processes, connections between the exponential distribution and Poisson process, and non-homogeneous and compound Poisson processes.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH237 - Calculus 3 for Honours Mathematics (0.50)
      • MATH247 - Calculus 3 (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT334 - Probability Models for Business and Accounting (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 334 Probability Models for Business and Accounting0.50 units

Random variables and distribution theory, conditional expectations, moment and probability generating functions, change of variables, random walks, Markov chains, Markov processes.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT330 - Mathematical Statistics (0.50)
    • STAT333 - Stochastic Processes 1 (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 337 Introduction to Biostatistics0.50 units

This course will provide an introduction to statistical methods in health research. Topics to be covered include types of medical data, measures of disease prevalence and incidence, age and sex adjustment of disease rates, sensitivity and specificity of diagnostic tests, ROC curves, measures of association between risk factors and disease, major sources of medical data in the Canadian context including surveys, registries, and clinical studies such as cohort studies, clinical trials and case-control studies. Papers from the medical literature will be used throughout to illustrate the concepts. Introduction to SAS for data analysis and an introduction to database management tools.

Prerequisites
  • Complete 1 of the following
    • Must have completed at least 1 of the following:
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)
    • Earned a minimum grade of 60% in each of the following:
      • STAT221 - Statistics (Non-Specialist Level) (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • HLTH333 - Principles of Epidemiology (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 340 Stochastic Simulation Methods0.50 units

Random variate generation in the univariate and multivariate case, Monte Carlo integration, advanced computer implementation, variance reduction, statistical analysis of simulated data, extensions to challenging simulation problems. Mathematical treatment of the underlying stochastic concepts and proofs.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • CS116 - Introduction to Computer Science 2 (0.50)
      • CS136 - Elementary Algorithm Design and Data Abstraction (0.50)
      • CS138 - Introduction to Data Abstraction and Implementation (0.50)
      • CS145 - Designing Functional Programs (Advanced Level) (0.50)
      • SYDE322 - Software Design (0.50)
    • Must have completed at least 1 of the following:
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:

Calendar entryRequirements, Fall 2026Course outlines

STAT 341 Computational Statistics and Data Analysis0.50 units

A computationally focused approach to statistical reasoning in the context of real data. Functional programming in R and algorithms will be used to define interesting attributes of finite populations and their sampling characteristics. Computational approaches to inductive inference and the assessment of predictive accuracy.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • MATH237 - Calculus 3 for Honours Mathematics (0.50)
      • MATH247 - Calculus 3 (Advanced Level) (0.50)
    • Must have completed at least 1 of the following:
      • STAT231 - Statistics (0.50)
      • STAT241 - Statistics (Advanced Level) (0.50)
    • Complete 1 of the following
      • Must have completed the following:
        • STAT240 - Probability (Advanced Level) (0.50)
      • Earned a minimum grade of 60% in each of the following:

Calendar entryRequirements, Fall 2026Course outlines

STAT 371 Applied Linear Models and Process Improvement for Business0.50 units

Practical and theoretical aspects of simple and multiple linear regression models. Model building, fitting, and assessment. Process thinking and improvement. Strategies for variation reduction such as control charting. Process monitoring, control, and adjustment. Applications to problems in business.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT331 - Applied Linear Models (0.50)
    • STAT373 - Regression and Forecasting Methods in Finance (0.50)
    • STAT374 - Quantitative Foundations for Finance (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 372 Survey Sampling and Experimental Design Techniques for Business0.50 units

Design and analysis of surveys. Management of sample and non-sample error. Simple random sampling and stratified random sampling. Additional topics in survey sampling. Observational and experimental studies. Principles for the design of experiments. Analysis of variance, factorial experiments, and interaction. Application to problems in business.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT322 - Sampling and Experimental Design (Non-Specialist Level) (0.50)
    • STAT332 - Sampling and Experimental Design (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 373 Regression and Forecasting Methods in Finance0.50 units

Application of regression and time series models in finance; multiple regression; algebraic and geometric representation of least squares; inference methods - confidence intervals and hypothesis tests, ANOVA, prediction; model building and assessment; time series modelling; autoregressive AR(1) models - fitting, assessment and prediction; moving average smoothing, seasonal adjustment; non-stationarity and differencing.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • AFM323 - Quantitative Foundations for Finance (0.50)
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT331 - Applied Linear Models (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • STAT374 - Quantitative Foundations for Finance (0.50)
    • STAT443 - Forecasting (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 374 Quantitative Foundations for Finance0.50 units

This course introduces analytical and statistical methods commonly used in finance, with applications to investment management and corporate finance.

Prerequisites
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • AFM323 - Quantitative Foundations for Finance (0.50)
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT331 - Applied Linear Models (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • STAT374 - Quantitative Foundations for Finance (0.50)
    • STAT443 - Forecasting (0.50)
Cross-listed
AFM 323

Calendar entryRequirements, Fall 2026Course outlines

STAT 430 Experimental Design0.50 units

Review of experimental designs in a regression setting; analysis of variance; replication, balance, blocking, randomization, and interaction; one-way layout, two-way layout, and Latin square as special cases; factorial structure of treatments; covariates; treatment contrasts; two-level fractional factorial designs; fixed versus random effects; split-plot and repeated-measures designs; other topics.

Prerequisites
  • Complete all of the following
    • Must have completed at least 1 of the following:
      • STAT331 - Applied Linear Models (0.50)
      • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • Must have completed at least 1 of the following:
      • STAT332 - Sampling and Experimental Design (0.50)
      • STAT372 - Survey Sampling and Experimental Design Techniques for Business (0.50)
Antirequisites
  • Complete all of the following
    • Not completed nor concurrently enrolled in any of the following:
      • BIOL461 - Advanced Biostatistics (0.50)
      • PSYCH391 - Advanced Data Analysis (0.50)
    • Not open to students enrolled in Faculty of Arts or Faculty of Environment programs

Calendar entryRequirements, Fall 2026Course outlines

STAT 431 Generalized Linear Models and their Applications0.50 units

Review of the normal linear model and maximum likelihood estimation; regression models for binomial, Poisson and multinomial data; generalized linear models; and other topics in regression modelling.

Prerequisites
  • Complete all of the following
    • Must have completed the following:
      • STAT330 - Mathematical Statistics (0.50)
    • Must have completed at least 1 of the following:
      • STAT331 - Applied Linear Models (0.50)
      • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 433 Stochastic Processes 20.50 units

This course provides further ideas and methods in stochastic modelling, with an emphasis on continuous-time stochastic processes. Topics cover time to absorption based quantities and discrete phase-type distributions of discrete-time Markov chains, continuous-time Markov chains with a countable state space, limit distributions for ergodic and absorbing chains, and applications including birth and death processes and queueing models of practical interest. Other topics may include continuous phase-type distributions, renewal theory and limit theorems for regenerative processes, and phase-type renewal processes.

Prerequisites
  • Must have completed the following:
    • STAT333 - Stochastic Processes 1 (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 435 Statistical Methods for Process Improvements0.50 units

Statistical methods for improving processes based on observational data. Assessment of measurement systems. Strategies for variation reduction. Process monitoring, control, and adjustment. Clue generation techniques for determining the sources of variability. Variation transmission.

Prerequisites
  • Must have completed at least 1 of the following:
    • STAT332 - Sampling and Experimental Design (0.50)
    • STAT372 - Survey Sampling and Experimental Design Techniques for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 436 Introduction to the Analysis of Spatial Data in Health Research0.50 units

The objective of this course is to develop understanding and working knowledge of spatial models and analysis of spatial data. The course provides an introduction to the rudiments of statistical inference based on spatially correlated data. Methods of estimation and testing will be developed for geostatistical models based on variograms and spatial autogressive models. Concepts and application of methods will be emphasized through case studies and projects with health applications.

Prerequisites
  • Must have completed the following:
    • STAT431 - Generalized Linear Models and their Applications (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 437 Statistical Methods for Life History Analysis0.50 units

Statistical methods for the analysis of longitudinal data; hierarchical models, marginal models, and transitional models. Parametric and semiparametric methods for the analysis of survival data under censoring and truncation.

Prerequisites
  • Must have completed the following:
    • STAT431 - Generalized Linear Models and their Applications (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 438 Advanced Methods in Biostatistics0.50 units

Causal inference methodologies including propensity score matching and inverse probability weighting. Methods for handling incomplete data and covariate measurement error; likelihood based on joint models, estimating functions.

Prerequisites
  • Must have completed the following:
    • STAT431 - Generalized Linear Models and their Applications (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 440 Computational Inference0.50 units

Introduction to and application of computational methods in statistical inference. Monte Carlo evaluation of statistical procedures, exploration of the likelihood function through graphical and optimization techniques. Topics include expectation-maximization, Bootstrapping, Markov Chain Monte Carlo, and other computationally intensive methods.

Prerequisites
  • Must have completed the following:
    • STAT330 - Mathematical Statistics (0.50)
    • STAT341 - Computational Statistics and Data Analysis (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 441 Statistical Learning - Classification0.50 units

Classification is the problem of predicting a discrete outcome from a set of explanatory variables. Main topics include logistic regression, neural networks, tree-based methods, support vector machines, and nearest neighbour methods. Other topics include model assessment, training, and tuning.

Prerequisites
  • Complete all of the following
    • Must have completed the following:
      • STAT341 - Computational Statistics and Data Analysis (0.50)
    • Must have completed at least 1 of the following:
      • STAT331 - Applied Linear Models (0.50)
      • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 442 Data Visualization0.50 units

Visualization methods applied to data. Both human perception and statistical properties inform the methods used to display and visually explore categorical, continuous, time-ordered, map, and high dimensional data. Order and layout effects on tables and graphics. Statistical concepts visually presented include variability, densities, quantiles, conditioning, and hypothesis testing. Interactive graphics include linking, brushing, motion, and the navigation of high dimensional spaces guided via projection indices. Glyphs (e.g., cartoon, statistical, or heatmap) and radial and parallel coordinates.

Prerequisites
  • Must have completed the following:
    • STAT341 - Computational Statistics and Data Analysis (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 443 Forecasting0.50 units

Modelling techniques for forecasting time series data: smoothing methods, regression including penalty/regularization methods, the Box-Jenkins framework, stationary and non-stationary processes, both with and without seasonal effects. Other topics may include: ARCH/GARCH models, Bayesian methods, dynamic linear models, Markov Chain Monte Carlo simulation, spectral density analysis, and periodograms.

Prerequisites
  • Must have completed at least 1 of the following:
    • STAT331 - Applied Linear Models (0.50)
    • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)
    • SYDE334 - Applied Statistics (0.50)
Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • STAT321 - Regression and Forecasting (Non-Specialist Level) (0.50)
    • STAT373 - Regression and Forecasting Methods in Finance (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 444 Statistical Learning - Advanced Regression0.50 units

This course introduces modern applied regression methods for continuous response modelling, emphasizing both explainability and predictive power. Topics cover a wide selection of advanced methods useful to address the challenges arising from real-world and high-dimensional data; methods include robust regression, nonparametric regression such as smoothing splines, kernels, additive models, tree-based methods, boosting and bagging, and penalized linear regression methods such as the ridge regression, lasso, and their variants. Students will gain an appreciation of the mathematical and statistical concepts underlying the methods and also computational experience in applying the methods to real data.

Prerequisites
  • Complete all of the following
    • Must have completed the following:
      • STAT341 - Computational Statistics and Data Analysis (0.50)
    • Must have completed at least 1 of the following:
      • STAT331 - Applied Linear Models (0.50)
      • STAT371 - Applied Linear Models and Process Improvement for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 450 Estimation and Hypothesis Testing0.50 units

Discussion of inference problems under the headings of hypothesis testing and point and interval estimation. Frequentist and Bayesian approaches to inference. Construction and evaluation of tests and estimators. Large sample theory of point estimation.

Prerequisites
  • Must have completed the following:
    • STAT330 - Mathematical Statistics (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 454 Sampling Theory and Practice0.50 units

Sources of survey error. Probability sampling designs, estimation, and efficiency comparisons. Distribution theory and confidence intervals. Generalized regression estimation. Software for survey analysis.

Prerequisites
  • Must have completed at least 1 of the following:
    • STAT332 - Sampling and Experimental Design (0.50)
    • STAT372 - Survey Sampling and Experimental Design Techniques for Business (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 464 Topics in Probability Theory0.50 units

Special Topics course as announced by the Department.

Prerequisites
  • Must have completed the following:
    • STAT333 - Stochastic Processes 1 (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 466 Topics in Statistics 10.50 units

Special topics course as announced by the Department.

Prerequisites
  • Must have completed the following:
    • STAT330 - Mathematical Statistics (0.50)
    • STAT331 - Applied Linear Models (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 467 Topics in Statistics 20.50 units

Special topics course as announced by the Department.

Calendar entryRequirements, Fall 2026Course outlines

STAT 468 Readings in Statistics 10.50 units

Reading course as announced by the Department.

Calendar entryRequirements, Fall 2026Course outlines

STAT 469 Readings in Statistics 20.50 units

Reading course as announced by the Department.

Calendar entryRequirements, Fall 2026Course outlines

Graduate

From the Fall 2026 Graduate Calendar.

STAT 631 Introduction to Statistical Methods in Health Informatics0.50 units

Exploratory data analysis and data visualization. Confounding, censoring, selection bias, study designs and meta-analysis. Statistical modelling for continuous and binary data. Use of a statistics package, such as SAS, to analyze case studies will be important throughout. This is open only to students registered in the Masters of Health Informatics plan.

Prerequisites
  • Must have completed the following:

Calendar entryRequirements, Fall 2026Course outlines

STAT 690 Literature and Research Studies0.50 units

Consult the schedule of classes for specific topics being offered.

Calendar entryRequirements, Fall 2026Course outlines

STAT 814 Systematic Review and Meta-Analysis0.50 units

This course will provide students with an overview of the rationale and stages involved in the conduct of a formal systematic review and meta-analysis of a well-defined clinical/health research question. The overarching aim is to provide students with the tools to critically appraise and conduct a systematic review and meta-analysis. Students will largely work in pairs to progress through each step involved (with feedback from instructors at each stage) and to produce a final systematic review and meta-analysis to be presented/submitted at the end of the course. Course Objectives: 1. To demonstrate an understanding of the rationale underlying a systematic review and meta-analysis and relevance to clinical care and health policy; 2. To critically appraise a systematic review; 3. To develop a focused research question amenable to a systematic review; 4. To develop and implement a comprehensive and systematic literature search strategy; 5. To determine and apply procedures for including/excluding potential studies for a systematic review and meta-analysis; 6. To develop and implement a data abstraction process and study database; 7. To demonstrate an understanding of the fundamental statistical/biostatistical issues relevant to the conduct of a formal systematic review and meta-analysis. 8. To perform statistical analyses for a systematic review and meta-analysis and complete/present a final report demonstrating all stages involved. Students will need to meet with Course Coordinators and provide of appropriate previous experience with linear and/or logistic regression techniques.

Cross-listed
PHARM 614

Calendar entryRequirements, Fall 2026Course outlines

STAT 830 Experimental Design0.50 units

Review of experimental designs in a regression setting; analysis of variance; replication, balance, blocking, randomization, and interaction; one-way layout, two-way layout, and Latin square as special cases; factorial structure of treatments; covariates; treatment contrasts; two-level fractional factorial designs; fixed versus random effects; split-plot and repeated-measures designs; other topics.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 831 Generalized Linear Models and Applications0.50 units

Review of normal linear regression and maximum likelihood estimation. Computational methods, including Newton-Raphson and iteratively reweighted least squares. Binomial regression; the role of the link function. Goodness-of-fit, goodness-of-link, leverage. Poisson regression models. Generalized linear models. Other topics in regression modelling.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 833 Stochastic Processes 20.50 units

This course provides further ideas and methods in stochastic modelling, with an emphasis on continuous-time stochastic processes. Topics cover time to absorption based quantities and discrete phase-type distributions of discrete-time Markov chains, continuous-time Markov chains with a countable state space, limit distributions for ergodic and absorbing chains, and applications including birth and death processes and queueing models of practical interest. Other topics may include continuous phase-type distributions, renewal theory and limit theorems for regenerative processes, and phase-type renewal processes.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 835 Statistical Methods for Process Improvement0.50 units

Statistical methods for improving processes based on observational data. Assessment of measurement systems. Strategies for variation reduction. Process monitoring, control and adjustment. Clue generation techniques for determining the sources of variability. Variation transmission.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 836 Introduction to the Analysis of Spatial Data in Health Research0.50 units

The objective of this course is to develop understanding and working knowledge of spatial models and analysis of spatial data. The course provides an introduction to the rudiments of statistaical inference based on spatially correlated data. Methods of estimation and testing will be developed for geostatistical models based on variograms and spatial autoregressive models. Concepts and application of methods will be emphasized through case studies and projects with health applications.

Prerequisites
  • Complete 1 of the following
    • Must have completed the following:
      • STAT831 - Generalized Linear Models and Applications (0.50)
    • Must have completed the following:
Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 840 Computational Inference0.50 units

Introduction to and application of computational methods in statistical inference. Monte Carlo evaluation of statistical procedures, exploration of the likelihood function through graphical and optimization techniques. Topics include expectation-maximization, bootstrapping, Markov Chain Monte Carlo, and other computationally intensive methods.

Antirequisites
  • Not completed nor concurrently enrolled in:
Cross-listed
CM 761

Calendar entryRequirements, Fall 2026Course outlines

STAT 841 Statistical Learning - Classification0.50 units

Classification is the problem of predicting a discrete outcome from a set of explanatory variables. Main topics include logistic regression, neural networks, tree-based methods, support vector machines and nearest neighbour methods. Other topics include model assessment, training and tuning.

Antirequisites
  • Not completed nor concurrently enrolled in:
Cross-listed
CM 763

Calendar entryRequirements, Fall 2026Course outlines

STAT 842 Data Visualization0.50 units

Visualization methods applied to data. Both human perception and statistical properties inform the methods used to display and visually explore categorical, continuous, time-ordered, map, and high dimensional data. Order and layout effects on tables and graphics. Statistical concepts visually presented include variability, densities, quantiles, conditioning, and hypothesis testing. Interactive graphics include linking, brushing, motion, and the navigation of high dimensional spaces guided via projection indices. Glyphs (e.g. cartoon, statistical, or heatmap) and radial and parallel coordinates.

Antirequisites
  • Not completed nor concurrently enrolled in:
Cross-listed
CM 762

Calendar entryRequirements, Fall 2026Course outlines

STAT 844 Statistical Learning - Advanced Regression0.50 units

This course introduces modern applied regression methods for continuous response modelling, emphasizing both explainability and predictive power. Topics cover a wide selection of advanced methods useful to address the challenges arising from real-world and high-dimensional data; methods include robust regression, nonparametric regression such as smoothing splines, kernels, additive models, tree based methods, boosting and bagging, and penalized linear regression methods such as the ridge regression, lasso, and their variants. Students will gain an appreciation of the mathematical and statistical concepts underlying the methods and also computational experience in applying the methods to real data.

Antirequisites
  • Not completed nor concurrently enrolled in:
Cross-listed
CM 764

Calendar entryRequirements, Fall 2026Course outlines

STAT 845 Statistical Concepts for Data Science0.50 units

This is a foundational survey course designed for Data Science students who do not have an undergraduate degree in statistics. It provides an understanding and appreciation of the essential statistical concepts needed for Data Science. It has modular design with the following modules: probability for statistics, concepts of statistical inference, simulation and Monte Carlo methods, regression modelling, planning empirical studies, and drawing conclusions from data. Emphasis will be on exposing students to the core concepts and illustrating them largely through examples.

Prerequisites

Calendar entryRequirements, Fall 2026Course outlines

STAT 847 Exploratory Data Analysis0.50 units

This course introduces Data Science students to exploratory data analysis with a focus on the concepts and tools necessary for understanding and successfully undertaking an end to end exploratory analysis of large and complex data. All stages of data collection, preparation and cleaning, importation into a statistical programming environment, data manipulation, as well as analysis and visualization will be treated. Material will be presented via case studies which will involve hands on programming and analysis. Methods and models (both statistical and computational) will be introduced as needed according to the nature of the data encountered in each case. The case studies will be chosen to give a breadth of experience to the student. A modern statistical programming language will be used throughout.

Calendar entryRequirements, Fall 2026Course outlines

STAT 850 Estimation and Hypothesis Testing0.50 units

Discussion of inference problems under the headings of hypothesis testing and point and interval estimation. Frequentist and Bayesian approaches to inference. Construction and evaluation of tests and estimators. Large sample theory of point estimation.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 854 Sampling Theory and Practice0.50 units

Sources of survey error. Probability sampling designs, estimation and efficiency comparisons. Distribution theory and confidence intervals. Generalized regression estimation. Software for survey analysis.

Antirequisites
  • Not completed nor concurrently enrolled in:

Calendar entryRequirements, Fall 2026Course outlines

STAT 870 Short Course in Statistics0.25 units

Short Course in Statistics

Calendar entryRequirements, Fall 2026Course outlines

STAT 890 Topics in Statistics0.50 units

Consult the schedule of classes for specific topics being offered.

Calendar entryRequirements, Fall 2026Course outlines

STAT 891 Topics in Probability0.50 units

Consult the schedule of classes for specific topics being offered.

Calendar entryRequirements, Fall 2026Course outlines

STAT 900 PhD Research Skills0.50 units

This course acts as a capstone on the coursework based part of the PhD program and as a stepping stone to the PhD proposal and to research. It is aimed at developing research skills: critically reading published research, summarizing and synthesizing areas of research, writing and orally presenting summaries of research problems, data sets and theoretical and applied results. The course is designed to be integrative across core areas of the student discipline.

Prerequisites
Cross-listed
ACTSC 900

Calendar entryRequirements, Fall 2026Course outlines

STAT 901 Theory of Probability 10.50 units

Probability measures, random variables as measurable functions, expectation, independence, characteristic functions, limit theorems, applications.

Calendar entryRequirements, Fall 2026Course outlines

STAT 902 Theory of Probability 20.50 units

Review of conditioning on sigma-fields; martingale theory (discrete and continuous-time) and applications; counting processes; Brownian motion; stochastic differential and integral equations and applications; general theory of Markov processes (including martingale problems and semigroup theory), diffusions; weak convergence of stochastic processes on function spaces; functional versions of the central limit theorem and strong laws; convergence of empirical processes.

Antirequisites
  • Not completed nor concurrently enrolled in any of the following:
    • ECE780 - Special Topics in Control (0.50)

Calendar entryRequirements, Fall 2026Course outlines

STAT 903 High-Dimensional Probability0.50 units

An introductory course in high-dimensional probability and its applications. Topics will include: the concentration of measure phenomenon, isoperimetric and functional inequalities, and asymptotic and non-asymptotic random matrix theory. Applications may include empirical processes, dimension reduction, sparse models including compressed sensing, BBP transitions and high-dimensional PCA, mean-field methods, and optimization in high-dimensions.

Calendar entryRequirements, Fall 2026Course outlines

STAT 906 Computer Intensive Methods for Stochastic Models in Finance0.50 units

Review of basic numerical methods. Simulation of random variables, stochastic processes and stochastic models in finance. Numerical solution of deterministic and stochastic differential equations. Valuation of complex financial instruments and derivative securities. Project and paper.

Calendar entryRequirements, Fall 2026Course outlines

STAT 908 Statistical Inference0.50 units

Asymptotic theory for statistical procedures, such as modes of convergence, Big O, small o calculus, concentration of measures, laws of large numbers, different types of central limit theorems. Parametric, nonparametric, and high-dimensional inference, optimal statistical procedures. Theory of computationally intensive methods, advances in hypothesis testing.

Calendar entryRequirements, Fall 2026Course outlines

STAT 910 Bayesian Statistics0.50 units

This is an in-depth and rigorous course on Bayesian methods for statistical analysis and inference. Topics include fundamentals of Bayesian reasoning: prior and posterior distributions, Bayesian decision theory; Bayesian point and interval estimation, hypothesis testing, model selection, predictive distributions, large sample theory; and Bayesian approaches to topics such as regression, hierarchical models, high-dimensional problems, nonparametrics, latent variable modelling and computational techniques.

Calendar entryRequirements, Fall 2026Course outlines

STAT 923 Multivariate Analysis0.50 units

Multivariate normal and Wishart distributions, estimation and hypothesis testing of mean vectors and covariance matrices and their extensions to high-dimensional setting (n<p), principal component analysis (PCA), factor analysis, canonical analysis, discrimination, and classification with a focus on linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA). Precision matrices for high-dimensional data, high dimensional, and sparse PCA, Nonlinear PCA.

Calendar entryRequirements, Fall 2026Course outlines

STAT 929 Time Series 10.50 units

Iterative model building. ARIMA models, application to forecasting, seasonal models, applications.

Calendar entryRequirements, Fall 2026Course outlines

STAT 930 Time Series 20.50 units

Multiple time series modeling including transfer function and intervention analysis. Various special topics in time series such as outliers, robustness, order determination methods, Kalman filtering, sampling and aggregation, seasonal adjustments.

Calendar entryRequirements, Fall 2026Course outlines

STAT 931 Causal Inference and Epidemiological Studies0.50 units

Causal inference in health research will be covered. Methods for the design and analysis of randomized controlled trials including randomization techniques, sample size and power calculations, and specialized additional topics including missing data, noncompliance, and ethics. The design and analysis of classical and modern epidemiological studies will then be discussed for settings in which randomization is not feasible. Causal inference methodologies for the analysis of observational data include propensity scores, marginal structural models and instrumental variables. Studies will be discussed from the epidemiological literature and other sources in the public domain. Simulations and data analyses will be carried out using software (e.g. R or SAS). Students will be trained and assessed in part based on the preparation of reports and delivery of presentations.

Calendar entryRequirements, Fall 2026Course outlines

STAT 932 Classification and Prediction in High Dimensional Analysis in Health Research0.50 units

In this course, we will cover classification and prediction in health research with a view to applications to screening and diagnosis of disease. This will lead to methods for evaluating the performance of various types of statistical models and learning techniques/algorithms. Cross-validation and bootstrap approaches will be introduced for model performance evaluation, and we will discuss discrimination and calibration as different components of prediction performance. We will cover variable selection techniques, including for high-dimensional data, with an emphasis on regularization techniques such as the LASSO and its variants. Model validation, both internal and external, and model updating will be covered, and we will also discuss post-model selection inference. An important focus will be on biomarker evaluation for a given disease, potentially connected to therapy, and leading to coverage of precision/personalized medicine. Finally, there will be coverage on the importance of reproducible and replicable research. Examples from different problems in health, including genetics, will be presented, and software (e.g. R or SAS) will be used throughout the course.

Calendar entryRequirements, Fall 2026Course outlines

STAT 935 Analysis of Survival Data0.50 units

This course deals with methods of analyzing data on the time to failure with particular emphasis on the use of regression models for such data. Both parameteric and semi-parametric regression models will be considered.

Calendar entryRequirements, Fall 2026Course outlines

STAT 936 Analysis of Longitudinal Data0.50 units

This course covers methods for analyzing data in which repeated measures have been obtained for individuals in health studies over time. Different methods will be discussed to handle both continuous and discrete longitudinal response data, with examples from biomedical and population health datasets. Some of the approaches covered will include linear, non-linear, and generalized linear mixed effects models, as well as generalized estimating equations and transition models, with distinctions drawn between subject-specific and population averaged approaches for generalized linear longitudinal response data. Also, there will be coverage of exploratory methods, evaluation of model assumptions and adapting to assumption violations, approaches for handling missing data, and treatment of advanced topics such as semiparametric and nonparametric models for longitudinal data. Software (e.g. R or SAS) will be used throughout the course.

Calendar entryRequirements, Fall 2026Course outlines

STAT 938 Statistical Consulting0.50 units

This course will cover some of the basic tools of a statistical consultant. Topics will include the use of statistical packages, problem-solving techniques, discussion of common statistical consulting problems, effective communication of statistical concepts and management of consulting sessions.

Calendar entryRequirements, Fall 2026Course outlines

STAT 940 Deep Learning0.50 units

Deep learning uses artificial neural networks to create representations of data with multiple levels of abstraction. Deep learning usually refers to a set of algorithms and computational models that are composed of multiple processing layers. These methods have significantly improved the state-of-the-art in many domains including Natural Language Processing (NLP), Natural Language Understanding (NLU), Speech Recognition, Computer Vision, Classification, Pattern Recognition and Bioinformatics. This course will cover the modern practice of deep networks, different architectures of deep networks including feed forward and convolutional models, methods for sequence modeling, variational and adversarial models, attention mechanism and optimization and regularization for deep models.

Calendar entryRequirements, Fall 2026Course outlines

STAT 946 Topics in Probability and Statistics0.50 units

Topics of current interest.

Calendar entryRequirements, Fall 2026Course outlines

STAT 947 Topics in Biostatistics0.50 units

Topics of current interest.

Calendar entryRequirements, Fall 2026Course outlines

STAT 974 Financial Econometrics0.50 units

The focus of this course is on the statistical modelling, estimation and inference and forecasting of nonlinear financial time series, with a special emphasis on volatility and correlation of asset prices and returns. Topics to be covered normally include: review on distribution and dynamic behaviour of financial time series, univariate and multivariate GARCH processes, long-memory time-series processes, stochastic volatility models, modelling of extreme values, copulas, realized volatility and correlation modelling for ultra high frequency data and continuous time models.

Cross-listed
ACTSC 974

Calendar entryRequirements, Fall 2026Course outlines