Kaisa_2012_3_photo by Veikko Somerpuro

Ilmoittaudu
11.12.2017 klo 09:00 - 1.3.2018 klo 23:59

Aikataulu

Tästä osiosta löydät kurssin opetusaikataulun. Tarkista mahdolliset muut aikataulut kuvauksesta.

PäivämääräAikaOpetuspaikka
To 18.1.2018
16:15 - 18:00
Ma 22.1.2018
16:15 - 18:00
To 25.1.2018
16:15 - 18:00
To 25.1.2018
18:00 - 18:45
Ma 29.1.2018
16:15 - 18:00
To 1.2.2018
16:15 - 18:00
To 1.2.2018
18:00 - 18:45
Ma 5.2.2018
16:15 - 18:00
To 8.2.2018
16:15 - 18:00
To 8.2.2018
18:00 - 18:45
Ma 12.2.2018
16:15 - 18:00
To 15.2.2018
16:15 - 18:00
To 15.2.2018
18:00 - 18:45
Ma 19.2.2018
16:15 - 18:00
To 22.2.2018
16:15 - 18:00
To 22.2.2018
18:00 - 18:45
Ma 26.2.2018
16:15 - 18:00
To 1.3.2018
16:15 - 19:00

Materiaalit

Luentomateriaalit

Kurssin suorittaminen

Course material is only available in Moodle.

Kuvaus

Optional course.

Master's Programme in Mathematics and Statistics is responsible for the course.

The course belongs to the Statistics and Social statistics module.

The course is available to students from other degree programmes.

Bachelor studies in statistics

Recommended time/stage of studies for completion: 1. or 2. year

Term/teaching period when the course will be offered: varying

The basic concepts in strationary time series analysis. Empirically most relevant autoregressive moving average (ARMA) model: its properties, model selection, estimation, testing and forecasting. The basic models for conditional heteroskedasticity particularly applied in empirical finance are studied.

Lectures and possibly exercise classes

Exam and excercises, Course will be graded with grades 1-5

Exam, other methods will be described later