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105.078
Introduction to stochastic processes and time series analysis
2011S
2010S
2009S
2008S
2007S
2006S
2007S, VO, 3.0h, 4.5EC
Properties
Semester hours: 3.0
Credits: 4.5
Type: VO Lecture
Aim of course
An introduction to stochastic processes and time series with a view towards the applications in finance and insurance.
Subject of course
Martingales in discrete time and elementary theorems; introcuction to processes in continuous time: Brownian motion; introduction to time series analysis: stationary processes (in discrete time), auto covariance function, ARMA processes, estimation and forecasting.
Lecturers
Hubalek, Friedrich
Scherrer, Wolfgang
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Tue
11:00 - 11:45
13.03.2007 - 26.06.2007
Hörsaal 6 - RPL
HUBALEK
Thu
11:15 - 12:00
15.03.2007 - 28.06.2007
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
13:00 - 13:45
15.03.2007 - 28.06.2007
FH Hörsaal 4
HUBALEK
Thu
13:00 - 13:45
10.05.2007
EI 10 Fritz Paschke HS - UIW
HUBALEK
Show single appointments
Introduction to stochastic processes and time series analysis - Single appointments
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Day
Date
Time
Location
Description
Tue
13.03.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
15.03.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
15.03.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
20.03.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
22.03.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
22.03.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
27.03.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
29.03.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
29.03.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
03.04.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
05.04.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
05.04.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
10.04.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
12.04.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
12.04.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
17.04.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
19.04.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
Thu
19.04.2007
13:00 - 13:45
FH Hörsaal 4
HUBALEK
Tue
24.04.2007
11:00 - 11:45
Hörsaal 6 - RPL
HUBALEK
Thu
26.04.2007
11:15 - 12:00
EI 10 Fritz Paschke HS - UIW
HUBALEK
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2
3
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Semester
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Literature
No lecture notes are available.
Accompanying courses
105.079 UE Introduction to stochastic processes and time series analysis
Miscellaneous
Course homepage
Language
German