The objective of this course is to present the fundamental concepts of time series analysis. Completion of this
course will enable students to move on to more advanced courses on time series modeling. The lectures will present the main concepts of linear time series and the methods to fit a model on the data.
References:
Brockwell, P.J. and R.A. Davis (1991) Time Series: Theory and Methods. 2nd Edition, Springer
Brockwell, P.J. and R.A. Davis (2002) Introduction to Time Series and Forecasting, Springer
Gouriéroux, C. and A. Monfort (1997) Time Series and Dynamic Models, Cambridge University Press,
Cambridge
Hamilton, J. D. (1994) Time Series Analysis, Princeton University Press
- Profesor: Ahsue Mary-Joyce
- Profesor: Alami Chentoufi Reda
- Profesor: Zakoian Jean-Michel