Professor Wei Zhu: Teaching


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 586.1 Time Series Analysis (Graduate), Spring 2018


Is class in session?

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, please call 632-snow to inquire whether school/class is in session. I always follow that. (I have to.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the midterm will be given after the Spring break, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Friday May 11, 2018, 11:15 AM-1:45 PM, in our usual classroom SBS N310

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button] Tuesday/Thursday 10:00AM-11:20AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: SBS N310

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]Instructor: Professor Wei Zhu
Math Tower P-138
Phone: 632-8374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday, Thursday 11:30AM -12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Text: Analysis of Financial Time Series, 3rd edition (August 30, 2010);  

Ruey S. Tsay

Wiley, 2010.

.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Download Course Materials

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Time Series Analysis - An Introduction

Description: Description: Description: Description: Description: Description: Description: Description: [button]Some Time Series Models

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW1 Problems

Description: Description: Description: Description: Description: Description: Description: Description: [button]Estimation of Stationary Time Series

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW1 Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz1 Problems & Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW2 Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]HW3 Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Forecasting

Description: Description: Description: Description: Description: Description: Description: Description: [button]Sum of Stationary Time Series  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Unit Root and the Augmented Dickey-Fuller Test

Description: Description: Description: Description: Description: Description: Description: Description: [button]Periodogram

Description: Description: Description: Description: Description: Description: Description: Description: [button]Model Selection

Description: Description: Description: Description: Description: Description: Description: Description: [button]Seasonality

Description: Description: Description: Description: Description: Description: Description: Description: [button]ARCH & GARCH

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 1

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 2

Description: Description: Description: Description: Description: Description: Description: Description: [button]VAR, Lecture 3

 


 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 570.1 Introduction to Mathematical Statistics (Graduate), Spring 2018


 

 

Is class in session?

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, please call 632-snow to inquire whether school/class is in session. I always follow that. (I have to.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the midterm will be given on Thursday, March 8, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Tuesday, May 8, 2018, 11:15AM-1:45 PM, @ our usual classroom Humanities 1006

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Time: Tuesday/Thursday 8:30AM-9:50AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: Humanities 1006

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]Instructor: Professor Wei Zhu
Math Tower P-138
Phone: 632-8374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday/Thursday 11:30AM-12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]TA: Yicong Zhu
TA office: Harriman 132 (just to the right as you enter Harriman at the main entrance, ground floor, previously was the "Harriman Cafe")
email:
yicong.zhu@stonybrook.edu
Office Hours: Monday & Wednesday 2:00-3:00PM

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Text: Statistical Inference, 2nd edition;

Casella and Berger;

Brooks/cole, Cengage Learning 2002.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Download Course Materials

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Syllabus  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 1 (1/23/2018)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 2 (1/25/2018)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 3 (1/30/2018)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 4 (2/1/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 5 (2/6/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 6 (2/8/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 1 (2/13/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2 (2/13/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3 (2/13/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 7 (2/15/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 8 (2/19/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4 (2/22/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 4 (2/22/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 9 (2/22/2018) (*with take home quiz solutions included at the end of the notes)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 10 (2/27/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11 (2/27/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 12 (3/1/2018)  (***Please note that I have included HW6 Problems at the end of this lecture notes. You can already solve those from Chapter 5. 2/27/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 13 (3/5/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 14 (3/5/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 6, problems (3/10/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm (3/14/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 15 (3/29/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 16 (4/3/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 17 (4/10/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 18 (4/12/2018)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Review of Regression (4/10/2018)  (*please note we only require the materials related to that of midterm 1)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Review Guidelines and Problems for Midterm 2 (4/10/2018)  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 19 (4/17/2018) (***Updated***)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 20 (4/19/2018) (*Updated*)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm 2 (4/21/2018) *** Midterm 2 will be given on Tuesday,  May 1, 2018, in class. Please start your review early for best performance ***

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 7 (***Updated***)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2 Solutions

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: http://www.ams.sunysb.edu/~zhu/biograph/teach1.gif

Description: Description: Description: Description: Description: Description: Description: Description: Description: http://www.ams.sunysb.edu/~zhu/biograph/teach2.gif

Description: Description: Description: Description: Description: Description: Description: Description: Description: http://www.ams.sunysb.edu/~zhu/biograph/snoopyteach.jpg

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Home]Home

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Resume]Resume

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Research]Research

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Students]Students

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Publication]Publication


Revised: May 4, 2018
Copyright © 2018 Wei Zhu
wei.zhu@stonybrook.edu


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