040715 UK Time Series Analysis (2016W)
Continuous assessment of course work
Labels
Ausführliche Kursbeschreibung auf Homepage
http://homepage.univie.ac.at/erhard.reschenhofer/
http://homepage.univie.ac.at/erhard.reschenhofer/
Registration/Deregistration
Note: The time of your registration within the registration period has no effect on the allocation of places (no first come, first served).
- Registration is open from Mo 12.09.2016 09:00 to Th 22.09.2016 14:00
- Deregistration possible until Fr 14.10.2016 14:00
Details
max. 35 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 04.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 11.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 18.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 25.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 08.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 15.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 22.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 29.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 06.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 13.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 10.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 17.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 24.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 31.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
Information
Aims, contents and method of the course
Assessment and permitted materials
Exercises, proofs, projects
Minimum requirements and assessment criteria
Examination topics
Lecture notes on homepage
Reading list
Brockwell, P. J. and R. A. Davis: Introduction to Time Series and Forecasting, Springer
Association in the course directory
Last modified: Mo 07.09.2020 15:29
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis
GARCH processes