01-64-0003

Zeitreihenanalyse

FB01 Rechts- und Wirtschaftswissenschaften · Offered in SoSe 2026

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Course content

stationäre stochastische Prozesse Box-Jenkins-Ansatz Vektorautoregression Einheitswurzeln Kointegration GARCH-Prozesse nichtlineare Zeitreihenmodelle

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