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 after the Spring break, in class.
Dear Students, the final exam will be given on Friday May 11, 2018, 11:15 AM1:45 PM, in our usual classroom SBS N310
Tuesday/Thursday 10:00AM11:20AM; Location: SBS N310
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday,
Thursday 11:30AM 12:30PM.
Text: Analysis
of Financial Time Series, 3rd edition (August 30, 2010);
Ruey S. Tsay
Wiley, 2010.
.
Download
Course Materials
Time Series Analysis  An Introduction
Estimation of Stationary Time Series
Unit Root and the Augmented DickeyFuller Test
AMS 570.1 Introduction to Mathematical Statistics (Graduate), Spring
2018
Is class in session?
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 8, in class.
Dear Students, the final exam will be given on Tuesday, May 8, 2018,
11:15AM1:45 PM, @ our usual classroom Humanities 1006
Time: Tuesday/Thursday 8:30AM9:50AM; Location: Humanities
1006
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday/Thursday 11:30AM12:30PM.
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 2:003:00PM
Text: Statistical Inference, 2nd edition;
Casella and Berger;
Brooks/cole, Cengage Learning 2002.
Download
Course Materials
Lecture 9 (2/22/2018) (*with take home quiz solutions included at the end of the notes)
Review Guidelines and Problems for Midterm 2 (4/10/2018)
Lecture 19 (4/17/2018) (***Updated***)
Lecture 20 (4/19/2018) (*Updated*)



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Revised: April 21, 2018
Copyright © 2018 Wei Zhu
wei.zhu@stonybrook.edu