109.013 Stochastic processes and time series analysis
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2009S, VO, 3.0h, 4.5EC

Properties

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

Aim of course

Development of understanding of problems of complex dynamical systems.

Subject of course

Continuation of Econometrics I. Presentation and analysis for time series methods with emphasis on linear dynamical systems.

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Mon10:15 - 11:1509.03.2009 - 30.06.2009Hörsaal 15 DEISTLER
Thu13:45 - 15:0012.03.2009 - 30.06.2009Hörsaal 15 DEISTLER
Stochastic processes and time series analysis - Single appointments
DayDateTimeLocationDescription
Mon09.03.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu12.03.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon16.03.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu19.03.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon23.03.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu26.03.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon30.03.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu02.04.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon06.04.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu09.04.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon13.04.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu16.04.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon20.04.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu23.04.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon27.04.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu30.04.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon04.05.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu07.05.200913:45 - 15:00Hörsaal 15 DEISTLER
Mon11.05.200910:15 - 11:15Hörsaal 15 DEISTLER
Thu14.05.200913:45 - 15:00Hörsaal 15 DEISTLER

Examination modalities

written and oral examination

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 453 Biomedical Engineering Mandatory elective
866 Economic Mathematics Mandatory

Literature

Lecture notes for this course are available. Sekretariat, Argentinierstraße 8, 2. Stock from 12.03.2007 to 29.03.2007 Price: 9.0 Brockwell & Davis: Time Series Analysis.

Language

German