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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
2008S
2007S
2006S
2005S
2004S
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
Deistler, Manfred
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Mon
10:15 - 11:15
09.03.2009 - 30.06.2009
Hörsaal 15
DEISTLER
Thu
13:45 - 15:00
12.03.2009 - 30.06.2009
Hörsaal 15
DEISTLER
Show single appointments
Stochastic processes and time series analysis - Single appointments
F
P
1
2
N
E
Day
Date
Time
Location
Description
Mon
09.03.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
12.03.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
16.03.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
19.03.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
23.03.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
26.03.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
30.03.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
02.04.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
06.04.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
09.04.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
13.04.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
16.04.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
20.04.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
23.04.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
27.04.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
30.04.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
04.05.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
07.05.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
Mon
11.05.2009
10:15 - 11:15
Hörsaal 15
DEISTLER
Thu
14.05.2009
13:45 - 15:00
Hörsaal 15
DEISTLER
F
P
1
2
N
E
Examination modalities
written and oral examination
Course registration
Not necessary
Curricula
Study Code
Obligation
Semester
Precon.
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