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 Tuesday, April 11, in class.
Dear Students, the final exam will be given on Wednesday May 10, 2017,
5:308:00 PM, in our usual classroom FREY HALL 224
Tuesday/Thursday 11:30AM12:50PM; Location: FREY HALL 224
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday,
Thursday 1:002:00PM.
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
Unit Root
and the Augmented DickeyFuller
Test
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 Tuesday, March 21, in class.
Dear Students, the final exam will be given
on Friday, May 12, 2017, 11:151:45 PM, @ our usual classroom EARTH&SPACE 131
Time:
Tuesday/Thursday 10:00AM11:20AM; Location:
EARTH&SPACE 131
Instructor: Professor Wei Zhu
Math Tower P138
Phone: 6328374
email: wei.zhu@stonybrook.edu
Office Hours: Tuesday/Thursday 1:002:00PM.
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 1:302:30PM
Text:
Statistical Inference, 2nd edition;
Casella and Berger;
Brooks/cole, Cengage
Learning 2002.
Download Course Materials



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