Professor Wei Zhu: Teaching


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 586.1 Time Series Analysis (Graduate), Spring 2016


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 Thursday, March 10, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Friday, May 13, 11:15AM-1:45PM, in our usual classroom

 

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Time: TuTh 10:00AM-11:20AM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: Humanities 1023

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]Instructor: Professor Wei Zhu
Math Tower P-138
Phone: 632-8374
email: weizhu2000@gmail.com
Office Hours: Tuesday, Thursday 11:30AM-12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]TA: Lizhou Nie
TA office: Harriman 010
email:
lizhou.nie@stonybrook.edu
Office Hours: Thursday 2:30-4:30PM

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]Estimation of Stationary Time Series

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz1 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz2 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz3 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 1 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz4 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Forecasting

Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 2 solutions (*Dear all, you need to follow this example, choose your own stock to analyze, and email your solutions to your TA, Leizhou, by Thursday, March 3, 2016)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2015, Problems

Description: Description: Description: Description: Description: Description: Description: Description: [button]Sum of Time Series

Description: Description: Description: Description: Description: Description: Description: Description: [button]The Periodogram

Description: Description: Description: Description: Description: Description: Description: Description: [button]Model Identification

Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 3 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2015, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2016, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]More Practice for the Midterm, Problems & Solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]Vector Autoregression (VAR)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Bivariate VAR(1)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 4 solutions

Description: Description: Description: Description: Description: Description: Description: Description: [button]SARIMA

 

 

 


Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]AMS 570.2 Introduction to Mathematical Statistics (Graduate), Spring 2016


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 Thursday, March 10, in class.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Dear Students, the final exam will be given on Monday, May 16, 5:30-8:00PM, @ Pritchard Gym

 

Class Information

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Time: TuTh 1:00-2:20PM; Description: Description: Description: Description: Description: Description: Description: Description: Description: [Merry-go-round]Location: Frey Hall 301

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 11:30AM-12:30PM.

Description: Description: Description: Description: Description: Description: Description: Description: Description: [Wei]TA: Leilei Zhou
TA office: Harriman 010
email:
leilei.zhou@stonybrook.edu
Office Hours: Wednesday 4:00-6:00PM

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 (1/26/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 1 (1/28/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 2 (2/2/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 3 (2/4/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 2 (2/4/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 4 (2/9/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 1 Solutions (2/11/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 5 (2/11/2016) (Note: HW2 problems listed at the end of this handout.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 6 (2/16/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 2 Solutions (2/17/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 7 (2/18/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 8 (2/18/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 3 Solutions (2/21/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Quiz 3 (2/21/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 9 (2/23/2016) (*also contains Quiz 4 solutions.)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 4 Solutions (2/24/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 10 (2/24/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11a (2/29/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 11b (2/29/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 12 (3/3/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm, Problems (3/3/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Practice Midterm, Solutions (3/5/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 5 Solutions (3/5/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 6 Solutions (3/7/2016)

Description: Description: Description: Description: Description: Description: Description: Description: [button]Midterm 2016, Solutions

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 13 (3/24/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 14 (3/29/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 15 (3/31/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Review: data analysis on one population mean (3/31/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Review: data analysis on two population means (3/31/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Review: data analysis on population proportions (3/31/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 7 Solutions (3/31/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 16 (4/5/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 17 (4/7/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 18 (4/12/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 19 (4/14/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Lecture 20 (4/19/2016)

Description: Description: Description: Description: Description: Description: Description: Description: Description: [button]Homework 8 Solutions (4/19/2016)

 

 

 

 

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Revised: April 19, 2016
Copyright © 2016 Wei Zhu
wei.zhu@stonybrook.edu


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