Beskjeder

The finals are now graded. The results were very good. 2 A, 6 B, 5 C, 1 E. Here is a solution proposal for the written exam.

These reports have been received. If you do not find your number on the list, please contact me immediately.

In problem 4 the conditional expectation should be for x_{t+1} not x_{t-1}. This is now corrected.

There was a misprint in problem 2a which is now corrected, "psi_0=0" should read "psi_0=1".

Here is the  text for the final project and some R-code which you may find helpful. Do not hesitate to contact me if there is anyrhing you think is wrong. Good luck, Anders

Here is a proposal for syllabus. Take a look at it, and we can discuss it Monday.

For those that may be interested here is the R-code for problem 4 in the project part of the exam 2012.

The project will be handed out Thursday May 8th in the morning around 9 a.m. and must be turned in at the end of the day Monday May 12th.

The finals in STK4060-sp14 will consist of a project and a written examination. The project will be handed out in the beginning/middle of May.

The student representative for STK4060-sp14 is Emil A. Stoltenberg, email: emilstoltenberg@gmail.com.

Welcome to STK4060-sp14. Under "Lectures" you will find a description of the material that will be covered the first week.

You may want to take a look at the homepage of the textbook. It appears to be very useful, and to the right you may find a link to an electronic version of the textbook. The textbook can also be downloaded from the library at UiO.

Best wishes,  Anders Rygh Swensen