109.014 Stochastic processes and time series analysis UE
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, UE, 2.0h, 3.5EC

Properties

Semester hours: 2.0
Credits: 3.5
Type: UE Exercise

Aim of course

The aim of the course is to increase the ability to critically assess the possibilities and problems of the various methods presented in the lecture and to understand its mathematical basis.

Subject of course

In this course the methods of the corresponding lecture will be investigated more thoroughly. The basic models of Time Series Analysis are treated mainly theoretically, but also applied on real and simulated data sets.

Additional information

This course can also be taught in english in consent with the majority of students. In case english is requested, please contact me up front.

Lecturers

Deistler, Manfred
Flamm, Christoph

Institute

E105 Institute of Statistics and Mathematical Methods in Economics

Course dates

Day	Time	Date	Location	Description
Mon	11:30 - 13:00	09.03.2009 - 30.06.2009	Hörsaal 15	DEISTLER

Show single appointments

Stochastic processes and time series analysis UE - Single appointments

Day	Date	Time	Location	Description
Mon	09.03.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	16.03.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	23.03.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	30.03.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	06.04.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	13.04.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	20.04.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	27.04.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	04.05.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	11.05.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	18.05.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	25.05.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	01.06.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	08.06.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	15.06.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	22.06.2009	11:30 - 13:00	Hörsaal 15	DEISTLER
Mon	29.06.2009	11:30 - 13:00	Hörsaal 15	DEISTLER

Examination modalities

There will be no exam at the end of the course, but instead the grading scheme is based on the amount of participation within the courses.

Course registration

Not necessary

Curricula

Study Code	Obligation	Semester	Precon.	Info
866 Economic Mathematics	Mandatory

Literature

Brockwell & Davis: Time Series: Theory and Methods. Springer. ISBN 3-540-97429-6

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Language

German