447-6624-02L  Applied Time Series II

SemesterSpring Semester 2020
LecturersM. Dettling
Periodicitytwo-yearly recurring course
Language of instructionEnglish
CommentOnly for DAS and CAS in Applied Statistics.

AbstractMore advanced topics in time series analysis like time series regression, state space models and spectral analysis.
ObjectiveGetting to know advanced methods and software that are necessary such that the student can independently run an applied time series analysis.
Lecture notesA script will be available.