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