Information

• The course is usually offered in summer term.
• In addition to the lecture practices are offered during which problems from the lectures are being discussed and solved.
• Please use KLIPS2.0 for finding information on dates of lectures and practices.

Contents and objectives

The students learn advanced, specialized theories and methods to analyze real questions and challenges. They collect and analyze data with the help of quantitative and qualitative methods on selected scientific issues.

Contents include:

• ARMA Models
• State-Space Models
• Models for Non-Stationary Time Series
• Multivariate Time Series Models
• Non-Stationarity in Multivariate Time Series