Time Series Analysis

Prof. Dr. Henryk Zähle

Summer Term 2024

Recommended prerequisites

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


oral, after the end of the lecture period


Tuesday, 12:15–13:45, in Seminar Room 6 (Building E2 4)


  • foundations of functional analysis
  • basic time series model
  • weakly stationary time series: basics, spectral theory, filtering
  • ARMA models
  • statistical inference for weakly stationary time series
  • prediction methods for weakly stationary time series


by arrangement