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105.078
Introduction to stochastic processes and time series analysis
2011S
2010S
2009S
2008S
2007S
2006S
2008S, 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
Thu
13:00 - 14:00
06.03.2008 - 13.03.2008
GM 3 Vortmann Hörsaal
HUBALEK
Tue
13:00 - 14:30
11.03.2008
EI 5 Hochenegg HS
HUBALEK
Tue
13:00 - 14:30
01.04.2008 - 29.04.2008
FH Hörsaal 6 - TPH
HUBALEK
Thu
13:00 - 14:00
03.04.2008 - 24.04.2008
EI 1 Petritsch HS
HUBALEK
Tue
13:00 - 14:30
06.05.2008 - 24.06.2008
Seminarraum Argentinierstrasse
HUBALEK
Thu
13:00 - 14:00
08.05.2008 - 26.06.2008
EI 1 Petritsch HS
HUBALEK
Show single appointments
Introduction to stochastic processes and time series analysis - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Thu
06.03.2008
13:00 - 14:00
GM 3 Vortmann Hörsaal
HUBALEK
Tue
11.03.2008
13:00 - 14:30
EI 5 Hochenegg HS
HUBALEK
Thu
13.03.2008
13:00 - 14:00
GM 3 Vortmann Hörsaal
HUBALEK
Tue
01.04.2008
13:00 - 14:30
FH Hörsaal 6 - TPH
HUBALEK
Thu
03.04.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
08.04.2008
13:00 - 14:30
FH Hörsaal 6 - TPH
HUBALEK
Thu
10.04.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
15.04.2008
13:00 - 14:30
FH Hörsaal 6 - TPH
HUBALEK
Thu
17.04.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
22.04.2008
13:00 - 14:30
FH Hörsaal 6 - TPH
HUBALEK
Thu
24.04.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
29.04.2008
13:00 - 14:30
FH Hörsaal 6 - TPH
HUBALEK
Tue
06.05.2008
13:00 - 14:30
Seminarraum Argentinierstrasse
HUBALEK
Thu
08.05.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
13.05.2008
13:00 - 14:30
Seminarraum Argentinierstrasse
HUBALEK
Thu
15.05.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
20.05.2008
13:00 - 14:30
Seminarraum Argentinierstrasse
HUBALEK
Thu
22.05.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
Tue
27.05.2008
13:00 - 14:30
Seminarraum Argentinierstrasse
HUBALEK
Thu
29.05.2008
13:00 - 14:00
EI 1 Petritsch HS
HUBALEK
F
P
1
2
N
E
Examination modalities
oral and written exam
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
Info
No records found.
Literature
No lecture notes are available.
Accompanying courses
105.121 UE Introduction to stochastic processes and time series
Continuative courses
109.013 VO Stochastic processes and time series analysis
109.014 UE Stochastic processes and time series analysis UE
Miscellaneous
Course homepage
Language
German