Advanced Time Series – prof. Silvia Bianconcini

• The chapters and sections included in the course programme will be specified during the lectures. Additional lecture notes, exercises and supplementary materials will be made available through the Virtuale platform.

Argomenti del programma: The course introduces the main statistical methods for the analysis and forecasting of time series. Particular attention is devoted to the specification, interpretation and estimation of time series models, as well as to model selection, diagnostic checking and forecasting. The theoretical concepts are illustrated through examples and applications to real and simulated data.