Dear Students, please call 632snow to inquire whether school/class is in session. I always follow that. (I have to.) (*The good news is that we do not need to worry about this now.)
Dear Students, the final exam will be an OPEN book exam
– you must do it independently, all by yourself.
Dear Students, the final exam will be given on Tuesday
May 12, 2020, 11:15 AM1:45 PM, via Zoom.
Tuesday/Thursday
8:30AM9:50AM; Location: Frey
Hall 222 (now Zoom)
Instructor: Professor Wei Zhu
Math Tower P138 (now Zoom)
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday,
Thursday 11:30AM 12:30PM.
Textbooks: (Please acquire at least get one
book to read systematically; earlier editions acceptable.)
1. Analysis of Financial Time Series, 3rd edition (August 30,
2010);
Ruey S. Tsay
Wiley, 2010.
Notes: In
addition to our own lecture notes, please also refer to Ruey’s
lecture notes:
http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2017/
2. The
Analysis of Time Series: An Introduction with R by
Chris
Chatfield, Haipeng Xing.
Download
Course Materials
Syllabus (old, before online teaching)
Syllabus (new, after online teaching)
Time Series Analysis  An Introduction
Estimation of Stationary Time Series
Unit Root and the Augmented DickeyFuller Test
AMS 597.1 Statistical Computing (Graduate), Spring 2020
Is class in session?
Dear
Students, please call 632snow to inquire whether school/class is in session. I
always follow that. (I have to.) (*The good news is that we do not need to worry about this now.)
Dear Students, the final exam will be an OPEN book exam – you must do it independently, all by yourself.
Dear Students, the final exam will be given on Friday,
May 15, 2020, 11:15AM1:45 PM, via Zoom.
Time: Tuesday/Thursday 10:00AM11:20AM;
Location: Math
Tower S235 (now Zoom)
Instructor: Professor Wei Zhu
Math Tower P138 (now Zoom)
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday/Thursday 11:30AM12:30PM.
TA: Jiecheng Song
TA office: Harriman 132 (just to the right as you
enter Harriman at the main entrance, ground floor, previously was the
"Harriman Cafe") (now Zoom)
email: song.jiecheng@stonybrook.edu
Office Hours: Tuesday 1:003:00PM
Text books:
1. Introductory Statistics with R (2nd ed.), by Peter, Dalgaard,
Springer. ISBN #9780387790534
2. Modern Applied Statistics with S, by Venables, W.N. and
Ripley, B.D, Springer. ISBN #9780387954578
3. Computational Statistics (2nd ed.), by Geof H. Givens and
Jennifer A. Hoeting, Wiley. ISBN
#9780470533314
4. Statistical Computing with R, by Maria L. Rizzo, CRC Press.
ISBN # 9781584885450
5. Applied Statistics and SAS Programming Language (5th ed.), by
Cody, Ronald P. and Smith, Jeffrey K., Prentice Hall. ISBN #
9780131465329
Download Course
Materials
Syllabus, old, before online teaching
Syllabus, new, after online teaching



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Revised April 8, 2020
Copyright © 2020 Wei Zhu
wei.zhu@stonybrook.edu