040973 UK Multivariate Time Series Analysis (2019S)
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 11.02.2019 09:00 to We 20.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
Details
max. 35 participants
Language: German
Lecturers
Classes (iCal) - next class is marked with N
- Tuesday 05.03. 10:15 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 19.03. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 26.03. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 02.04. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 09.04. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 30.04. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 07.05. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 14.05. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 21.05. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 28.05. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 04.06. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 18.06. 08:00 - 11:15 PC-Seminarraum 1 Oskar-Morgenstern-Platz 1 1.Untergeschoß
- Tuesday 25.06. 08:00 - 11:15 PC-Seminarraum 1 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
P.Bloomfield: Fourier Analysis of Time Series. John Wiley & Sons
P.J.Brockwell & R.A.Davis: Time Series: Theory and Methods. Springer
J.D.Hamilton: Time Series Analysis. Princeton University Press
H.Lütkepohl: New Introduction to Multiple Time Series Analysis. Springer
E.Zivot&J.Wang: Modeling Financial Time Series with S-PLUS®. Springer
P.J.Brockwell & R.A.Davis: Time Series: Theory and Methods. Springer
J.D.Hamilton: Time Series Analysis. Princeton University Press
H.Lütkepohl: New Introduction to Multiple Time Series Analysis. Springer
E.Zivot&J.Wang: Modeling Financial Time Series with S-PLUS®. Springer
Association in the course directory
Last modified: Sa 05.03.2022 00:16
Multivariate ARMA processes
Some asymptotic theory for AR(1) processes
Unit root tests
Cointegration