Course of
Statistics of Stochastic Processes

Teacher Andrea Pugliese

Program
Summary of first lectures in the course
Exams
Problems
Possible topics for the oral exam
Script R used in first 2 lectures
Script R used on October 4, analysing Lake Huron data
Script R used on November 22, analysing data on air passengers (1949 to 1960)
Script R used on November 29, analysing Dow-Jones returns
Data from Brockwell in zipped form (used by R scripts).

Andrea Pugliese
December 23, 2010