Time Series Analysis

Prof. Dr. Henryk Zähle

Winter semester 2019/20

Lecture

Thursday 10:15 - 11:45 in SR 10 (316), building E2 4

Tutorial

Thursday 14:15 - 15:00 in SR 1 (U.37), building E2 5

Attachment

• Lecture notes (week 14)

Literature

• Brockwell, P.J. and Davis, R.A.: Time series: theory and methods, Springer.
• Kreiß, J.-P. and Neuhaus, G.: Einführung in die Zeitreihenanalyse, Springer.