The course introduces the students to the statistical analysis of time series data and simple models.

What time series analysis can be useful for; autocorrelation; stationarity, basic time series models; AR, MA, ARMA; invertibility; estimation; forecasting; multivariate models; nonstationarity; cointegration; introduction to financial time series and the ARCH model.

    Teacher: Picture of Matteo BarigozziPicture of Huang FengPicture of Ragvir Sabharwal2Picture of George Tzougas