Kaisa_2012_3_photo by Veikko Somerpuro

2.3.2020 klo 08:00 - 22.3.2020 klo 23:59


Ke 1.4.2020
16:00 - 19:00


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

Nykyisestä koronavirustilanteesta johtuen salitentit on peruttu. Voit olla yhteydessä tentaattoriin korvaavan suoritustavan sopimiseksi. _ _ _ Due to current COVID-19 situation general examinations in lecture halls are cancelled. You can contact the teacher to ask about alternative completion methods.

Exam, other methods will be described later