Current Teaching

SI 509 (Time Series Analysis)

• Course Outline

• Textbook 1

• Textbook 2

• Lecture materials:

1. Slides on examples       2. Slides on Models        3. Slides on Stationarity

• Tutorials:

• Assignments:

1. Assignment 1

• Supplements:

1. The Search for Randomness (Prof. Persi Diaconis)

2. Kolmogorov's extension theorem