107.293 Stochastic processes and time series analysis Canceled

2004S, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Aim of course

Introduction to the Theory of stochastic processes and time series analysis

Subject of course

Markoff chains in discrete and continous time, poisson processes, martingales, Brownian motion, functional central limit theorem, tests for structural change in linear regression models, season/trend decomposition of time series, ARMA processes

Lecturers

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Institute

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
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Literature

No lecture notes are available.

Language

German