Dear Students, please call 632snow to inquire whether school/class is in session. I always follow that. (I have to.)
Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.
Dear Students, the midterm will be given on Thursday, March 10, in class.
Dear Students, the final exam will be given on Friday, May 13, 11:15AM1:45PM, in our usual classroom
Time: TuTh 10:00AM11:20AM; Location: Humanities 1023
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: weizhu2000@gmail.com
Office Hours: Tuesday,
Thursday 11:30AM12:30PM.
TA: Lizhou Nie
TA office: Harriman 010
email: lizhou.nie@stonybrook.edu
Office Hours: Thursday 2:304:30PM
Text: Analysis of Financial Time Series, 3rd edition (August 30,
2010);
Ruey S. Tsay
Wiley, 2010.
.
Download
Course Materials
Time Series Analysis  An Introduction
Some Basic Time Series Models and Their Properties
Estimation of Stationary Time Series
Dear Students, please call 632snow to inquire whether school/class is in session. I always follow that. (I have to.)
Dear Students, both the midterm and the final exam are CLOSE book exams. However you are allowed to use your calculators.
Dear Students, the midterm will be given on Thursday, March 10, in class.
Dear Students, the final exam will be given on Monday, May 16, 5:308:00PM, in our usual classroom
Time: TuTh 1:002:20PM; Location: Frey Hall 301
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday,
Thursday 11:30AM12:30PM.
TA: Leilei Zhou
TA office: Harriman 010
email: leilei.zhou@stonybrook.edu
Office Hours: Wednesday 4:006:00PM
Text: Statistical Inference, 2nd edition;
Casella and Berger;
Brooks/cole, Cengage Learning 2002.
Download
Course Materials
Homework 1 Solutions (2/11/2016)
Lecture 5 (2/11/2016) (Note: HW2 problems listed at the end of this handout.)



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Revised:
February 11, 2016
Copyright © 2016 Wei Zhu
wei.zhu@stonybrook.edu