Professor Wei Zhu: Teaching


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 586.1 Time Series Analysis (Graduate), Spring 2017


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 Tuesday, April 11, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Wednesday May 10, 2017, 5:30-8:00 PM, in our usual classroom FREY HALL 224

 

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button] Tuesday/Thursday 11:30AM-12:50PM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: FREY HALL 224

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 1:00-2:00PM.

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 Basic Time Series Models and Their Properties

Description: Description: Description: Description: Description: Description: Description: Description: [button]Problem Set #1

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

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]Quiz 1

Description: Description: Description: Description: Description: Description: Description: Description: [button]Problem Set #2

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

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]Problem Set #3

Description: Description: Description: Description: Description: Description: Description: Description: [button]Time Series Regression

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

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm (3/9/2017)  

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2015

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2016

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

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 2017


 

 

 

 

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 Tuesday, March 21, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Friday, May 12, 2017, 11:15-1:45 PM, @ our usual classroom EARTH&SPACE 131

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Time: Tuesday/Thursday 10:00AM-11:20AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: EARTH&SPACE 131

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 1:00-2:00PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]TA: Yingru Wu
TA office: Harriman 132 (just to the right as you enter Harriman at the main entrance, ground floor, previously was the "Harriman Cafe")
email:
yingru.wu@stonybrook.edu
Office Hours: Monday & Wednesday 1:30-2:30PM

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 (1/24/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 2 (1/26/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 1 (1/26/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 3 (1/31/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 4 (2/2/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2 (2/2/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 5 (2/7/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 6 (2/9/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW1 Solutions (2/8/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW2 Solutions (2/14/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 7 (2/16/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3 (2/16/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 8 (2/21/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW3 Problems (2/21/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 9 (2/23/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 4 (2/23/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW3 Solutions (2/27/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 10 (2/28/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11a (3/2/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11b (3/2/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 5 (3/2/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 12 (3/6/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW4 Solutions (3/6/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW5 Solutions (3/6/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm (3/9/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 6 (3/10/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW6 Solutions (3/22/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 13 (3/23/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 14 (3/28/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW7 Solutions (3/28/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 15 (3/30/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 7 (4/4/2017)  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 16 (4/4/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm (4/6/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 8 (4/6/2017)  

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 17 (4/11/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 18 (4/13/2017)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]HW8 Solutions (4/11/2017)

 

 

 

 

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

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Revised: April 11, 2017
Copyright © 2017 Wei Zhu
wei.zhu@stonybrook.edu


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