Lecturer: M. Falk
Date and Location: Mi 10-12 SE 10, Do 12:00-13:30 S1.101
Start: Mi, 24.04.2019
Prerequisites: Time Series I
Content: This course continues the course Time Series I.
- State-Space Models
- The Kalman-Filter
- The Frequency Domain Approach of a Time Series
- The Spectrum of a Stationary Process
- Statistical Analysis in the Frequency Domain
Literature: A script of the course is available here.
Examinations: Oral examinations will be organized after the course.