Time Series Analysis

Prof. Dr. Henryk Zähle

Winter Term 2021/2022

Prerequisites for attending

Basic courses in Analysis and Linear Algebra
Stochastics I-II
Functional Analysis (is not necessary but an advantage)


Basic mathematical theory of Time Series Analysis, including modeling, parameter calibratiin (estimation) and prediction.

Lectures / Exercises / Exam

The lectures will be held online using MS Teams (Thursday, 14-16). Further information are announced in the Moodle area.

If you are interested to join this course, then please send an email to Prof. Dr. Henryk Zähle and tell him your name and your email address. You will be then added to the Team and the Moodle area of this course.