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STAT-F507

Time series analysis 2

academic year
2020-2021
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

5

Language(s) of instruction

english

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

Contacts

Siegfried Hörmann

Evaluation

Method(s) of evaluation

  • Other

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

Language(s) of evaluation

  • english

Programmes