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Time series analysis 2

academic year
The health crisis linked to the spread of Covid-19 constitutes grounds of force majeure constraining the University to adapt the assessment methods for some of the course units; Information on the new terms of these assessments will be provided to students through the usual information channels by December 4, 2020.

ECTS credits


Language(s) of instruction


Course content

See http://homepages.ulb.ac.be/~shormann/TSII_2016.html

Teaching methods and learning activities

Lectures on blackboard and discussion.

References, bibliography, and recommended reading

Brockwell and Davis (1991). Time Series: Theory and Methods. Springer

Shumway and Stoffer (2006). Time Series Analysis and Its Applications. 2nd Edition. Springer

Other information


Siegfried Hörmann


Method(s) of evaluation

  • Other

Written or oral exam (depending on the number of participants) on theory.

Language(s) of evaluation

  • english