6 ECTS credits
150 h study time

Offer 1 with catalog number 4016415ENR for all students in the 2nd semester at a (E) Master - advanced level.

Semester
2nd semester
Enrollment based on exam contract
Impossible
Grading method
Grading (scale from 0 to 20)
Can retake in second session
Yes
Taught in
English
Partnership Agreement
Under agreement for exchange of courses
Faculty
Faculty of Science and Bio-engineering Sciences
Department
Mathematics
External partners
Université libre de Bruxelles
Educational team
Decaan WE (course titular)
Activities and contact hours

30 contact hours Lecture
30 contact hours Seminar, Exercises or Practicals
Course Content

http://banssbfr.ulb.ac.be/PROD_frFR/bzscrse.p_disp_course_detail

Course material
Handbook (Recommended) : Time Series: Theory and Methods, Brockwell, P.J., and R. A. Davis, 2de, Springer, 9781441903198, 2009
Handbook (Recommended) : Time Series Analysis, Hamilton, J.D., Princeton Univ Pr, 9780691042893, 1994
Handbook (Recommended) : Statistics for Long-Memory Processes, Statistics for Long-Memory Processes, Chapman & Hall, 9780412049019, 1994
Additional info

http://banssbfr.ulb.ac.be/PROD_frFR/bzscrse.p_disp_course_detail

Learning Outcomes

General competencies

http://banssbfr.ulb.ac.be/PROD_frFR/bzscrse.p_disp_course_detail

Grading

The final grade is composed based on the following categories:
Other Exam determines 100% of the final mark.

Within the Other Exam category, the following assignments need to be completed:

  • exm andere with a relative weight of 1 which comprises 100% of the final mark.

Additional info regarding evaluation

http://banssbfr.ulb.ac.be/PROD_frFR/bzscrse.p_disp_course_detail

Allowed unsatisfactory mark
The supplementary Teaching and Examination Regulations of your faculty stipulate whether an allowed unsatisfactory mark for this programme unit is permitted.

Academic context

This offer is part of the following study plans:
Master of Mathematics: Financial and Applied Mathematics (only offered in Dutch)
Master of Mathematics: Fundamental Mathematics (only offered in Dutch)