02427 Advanced Time Series Analysis                   

The course to be held at DTU Compute, Building 303B, room 026
 

Books:
Henrik Madsen, Jan Holst (2001): Modelling Non-linear and Non-stationary Time Series, 315p -
To be distributed during the lectures.

Notes and articles:To be distributed during lectures.
 
For further information, please contact , Henrik Madsen, Compute, Bldg. 303B, DTU
Phone: +45 4525 3408 / Fax: +45 4588 2673, E-mail:hmad.dtu@gmail.com  
Erik Lindström Phone: +46 46 222 9538 - FAX: +46 46 222 4623 - e-mail: erikl@maths.lth.se- http://www.maths.lth.se/matstat/staff/erikl/