Computerintensive Statistics (373015)
Lecture, LUH, Winter, 2025
Content:
- Metropolis Algorithm
- Adaptive Metropolis Algorithm
- Delayed Rejection Adaptive Metropolis
- Metropolis-Hastings Algorithm
- Gibbs Sampling
Teaching
Advanced Time Series Analysis (379029)
Lecture, LUH, Winter, 2024
Content:
- Introduction and overview
- Multivariate Time Series Models
- Vector Autoregressive Models (VARs) and structural VARs
- Cointegration and Error-Correction Models
- Vector Error-Correction Models
- Non-linear models and Breaks
- Threshold Autoregressive Models (TAR)
- Extension of TAR Models
Time Series Analysis (379016)
Lecture, LUH,Sommer, 2024
Content:
- Stationarity
- Autoregressive und Moving Average Models
- Non-Stationarity
- Forecasting
- Spectral Analysis
- Long Memory Time Series.
Advanced Time Series Analysis (379029)
Lecture, LUH, Winter, 2023
Content:
- Introduction and overview
- Multivariate Time Series Models
- Vector Autoregressive Models (VARs) and structural VARs
- Cointegration and Error-Correction Models
- Vector Error-Correction Models
- Non-linear models and Breaks
- Threshold Autoregressive Models (TAR)
- Extension of TAR Models