SUMMER SCHOOL OF MATHEMATICS FOR ECONOMIC AND SOCIAL SCIENCES. Mathematical Methods for Time Series Analysis
The course has an introductory part on Stationary Stochastic Processes, including the Wold decomposition and the Spectral representation . The second part deals with Dynamic Factor Models both in the time and the frequency domain.
The “Summer School of Mathematics for Economic and Social Sciences” aims to improve the knowledge of mathematical methods among graduate students in economics and social sciences, with a focus on those techniques which albeit widespread in use are not properly covered in typical graduate programs. The School is an interdisciplinary venue intended to foster the interaction of people coming from the too often separated communities of mathematical and social scientists.
Participation is subject to selection. Only 20-25 positions are available. Financial support for board and accommodation will be provided.
On-line application should be made through the Financial support section if support is requested, or through the Registration section if support is NOT requested.
All applications must include a CV that shall be sent by e-mail to email@example.com.
Applications without a CV will not be considered.
Deadline for application: 31st July 2018
Lecturer: Marco Lippi, Einaudi Institute for Economics and Finance, Rome (http://www.lippi.ws/)
Stationary Stochastic Processes
Dynamic Factor Models
Monday through Friday Lectures : 9.00 - 10:30 and 11:00 -12:30
Monday through Thursday Study groups: 15:00 - 17:00