Time Series Analysis

Due to the lecturer's visiting stay at another university,

the in-person sessions of this course will not begin until the third week of lectures, i.e. on October 28.

Participants are asked to study Chapter 1 of the lecture slides on their own during the first week of lectures. In the second week, an exercise sheet focusing on Chapter 1 will be uploaded, which is to be handed in by Tuesday in the third week of lectures.

During the lecture slot in the second week (21 October, 8:30-10:00), students will have the opportunity to ask Friedrich Leblang, the course assistant, questions about Chapter 1 and the first exercise sheet.

Chapter 1 essentially only provides a rough introduction to the field of time series analysis without a solid mathematical foundation. The central topic of the course — weakly stationary processes — will not be introduced until Chapter 3. 

Participants are also asked to recall some basic concepts of functional analysis during the second week of lectures: see slides 56–63.