Course of
Statistics of Stochastic Processes
Academic Year 2013-14
Teacher
Andrea Pugliese
- Exams
- Slides of lectures
- Video-audio-recording of lectures (Lectures 6; 7; 9; 10; 11; 14; 15; 18; 21; 22*; 23; 24) (some of them with problems esp. in the video).
Unfortunately I did not succeed in recording Lecture 12 and,
because of a system upgrade, 16 and 17; apologies.
* I had prepared only a few slides for Lecture 22; for following the rest, one should execute the R script.
- Exercises
- R scripts used in the practice sessions:
- Data used
- Topics for the presentations in class
- Most of the course will be based on the textbook "Introduction to Time Series and Forecasting" by P.J. Brockwell and R.A. Davis, Springer (2002).
The textbook is available in the Science Library; it is also available on-line (for 1 week) from the library at the
e-book page (the authors are wrong, but the book is correct).
- For everything else, go to the page of previous year.
Andrea Pugliese
September 20, 2013