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040715 UK Time Series Analysis (2017W)
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 Fr 08.09.2017 09:00 to Th 21.09.2017 12:00
- Deregistration possible until Sa 14.10.2017 23:59
Details
max. 35 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 03.10. 11:30 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 10.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 17.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 24.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 31.10. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 07.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 14.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 21.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 28.11. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 05.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 12.12. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 09.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 16.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 23.01. 09:45 - 13:00 PC-Seminarraum 5 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 30.01. 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
>50%
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: Sa 05.03.2022 00:16
Time series operators
Moving average filters
Seasonal adjustment
Cycles
Spectral analysis
Autocorrelation
ARFIMA processes
Parametric spectral analysis
GARCH processes