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107.293
Stochastic processes and time series analysis
Canceled
2004S
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
---
Institute
E107 Institute of Statistics and Probability Theory
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
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No records found.
Literature
No lecture notes are available.
Language
German