This was the syllabus for STK4060/STK9060-sp14. It will be
approximately the same for STK4060/STK9060-sp16:
Final syllabus for STK4060/STK9060-sp14: Time Series
Textbook: Robert H. Shumway and David S. Stoffer (2011): Time Series Ananlysis
and Its Applications, third ed.
There is an online version of the book that can be accessed from
the webpages of the university.
Syllabus:
Chapter 1: all
Chapter 2: all
Chapter 3: all
Chapter 4: sections 4.1-6, and beginning of section 4.8 until Example
4.19 on page 223.
Chapter 6: section 6.1; section 6.2 except proof of Property 6.2 and
6.3; section 6.3 except Example 6.8 on EM Algorithm; section 6.5 and
section 6.6 until subsection 6.6.2 on Multivariate Regression.
In addition all the solved problems, and the final project are part of the
syllabus.
For STK9060-sp14 there is an additional syllabus consisting of
Appendix A.1, B.1-2, B.4 and C.1.