Schedule, syllabus and examination date

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Course content

Estimation and testing of hypothesis with autoregressive processes and moving averages (i.e. ARMA-processes) and with stationary processes. Correlogram, periodogram, spectrum. State-space models (Kalman filter). Illustration on real data.

Learning outcome

You learn about the main models and techniques to analyze data where the time dimension is important. This is a useful basis to evaluate how time-correlated data should be treated.

Admission to the course

PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.

If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.

PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.

STK1100 – Probability and Statistical Modelling, STK1110 – Statistical methods and data analysis and one of the following courses: STK2100 – Machine Learning and Statistical Methods for Prediction and Classification or STK3100 – Introduction to generalized linear models

Overlapping courses

Teaching

3 hours of lectures/exercises per week.

The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.

Examination

1 mandatory assignment.

Final oral or written examination. The form of examination will be announced by the teaching staff by 15 October/15 March for the autumn semester and the spring semester respectively.

In addition, each PhD candidate is expected to give an oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.

Examination support material

Written exam: approved calculator. Information about approved calculators (Norwegian only)

Oral exam: No examination support material is allowed.

Language of examination

Subjects taught in English will only offer the exam paper in English. You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

Grades are awarded on a pass/fail scale. Read more about the grading system.

Resit an examination

This course offers both postponed and resit of examination. Read more:

Special examination arrangements, use of sources, explanations and appeals

See more about examinations at UiO

Last updated from FS (Common Student System) Mar. 28, 2020 10:16:29 AM

Facts about this course

Credits
10
Level
PhD
Teaching

Spring 2020

Taught according to demand and resources. Contact studieinfo@math.uio.no if you are interested in this course.

Examination
Spring
Teaching language
English