Teaching in winter semester 2017/2018

Exercise class on Spatial Statistics (NMST543) - Monday 9:00, K10A

Requirements for obtaining the course credit: regular attendance, short individual project.

Materials for the exercise classes:
Part I. (point processes, intensity)
Part II. (point processes, K-function)
Part III. (point processes, assessing interactions)
Part IV. (point processes, Monte Carlo and envelope tests)
Part V. (point processes, model fitting)

Exercise class on Probability Theory 2 (NMSA405) - Monday 14:00, K12; 15:40, K12

Requirements for obtaining the course credit: active participation (at most 3 absences), one homework presented at the blackboard.

Materials for the exercise classes:
Exercise sheets no. 1 and 2.
Exercise sheets no. 3 and 4.
Exercise sheets no. 5 to 7.

Exercise class on Stochastic Processes 2 (NMSA409) - Thursday 10:40, K7

Requirements for obtaining the course credit are given here. Note that the classes employ a variety of active learning strategies - some background material and reading is available here.

Moodle for our course can be found here.

A collection of exercises with solution is available here (version 16.11.2017). English lecture notes are available here.

The first exam takes place on Thursday 16th November. The second-chance test takes place on Wednesday 6th December at 14:00 in the room K5.
Results of the first exam are here. For successfully passing the test at least 10 points out of 14 need to be obtained.

Recommended literature:
Prášková, Z.: Základy náhodných procesů II, Karolinum, Praha, 2007.
Brockwell P.J., Davis R.A.: Time series: Theory and Methods, Springer-Verlag, New York, 1987.

Materials for the exercise classes:
Block A, autocovariance function and stationarity.
Block B, L2-properties of stochastic processes.
Block C, spectral decomposition of the autocovariance function.
Block D, linear models of time series.