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Last update: T_KPMS (18.04.2003)
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Last update: T_KPMS (20.05.2008)
The aim of the subject is to provide information on advanced theoretical results and new developments in time series analysis. Further, the aim is to school the students in theoretical procedures and methods of research in this field. |
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Last update: T_KPMS (06.02.2007)
Hamilton, J.D. (1994): Time Series Analysis. Princeton Univ. Press, Princeton, kap. 1-7. Wei, W.W.S. (1990): Time Series Analysis. Addison-Wesley Publ. Comp., kap. 1-13. |
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Last update: G_M (27.05.2008)
Lecture. |
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Last update: T_KPMS (18.04.2003)
ARMA processes, forecasting, maximum likelihood estimation, spectral analysis of time series, limit theorems for serially dependent observations. |