**Fall 2020: STAT429. Time Series Analysis.**

This course will be online and asynchronous.

There will be no fixed meeting times. I will weekly upload lecture videos and notes to Compass 2g. Students can view the course materials at their own best times.

Topics to be covered.

- Linear time series: autoregressive (AR), moving-average (MA), ARMA, conditional heteroscedastic models (ARCH, GARCH).
- Nonlinear time series: threshold AR, Markov switching models, functional coefficient AR models, state-space models.
- Continuous-time models: stochastic differential equations, Itoˆ’s lemma, diffusion and jump-diffusion models.
- Multiple time series: vector linear time series (VAR, VMA), co-integration, principal component analysis, factor models.
- High-dimensional times series: covariance matrix estimation, change points detection and estimation.

**Fall 2020: STAT578. Topics in Statistics: Geometric Flows.**

The class meetings are held online via Zoom.

Lecture videos and notes are recorded and uploaded on Compass 2g.

**Past courses:
**Spring 2019: STAT510. Mathematical Statistics I

Fall 2018: STAT510. Mathematical Statistics I

Fall 2018: STAT400 / MATH463. Statistics and Probability I

Fall 2017: STAT510. Mathematical Statistics I

**Spring 2017: STAT575 / ECON578. Large Sample Theory**

Spring 2017: STAT400 / MATH463. Statistics and Probability I

Spring 2016: STAT575 / ECON578. Large Sample Theory

Spring 2016: STAT400 / MATH463. Statistics and Probability I

**Fall 2015: STAT553. Probability and Measure I**

**Spring 2015: STAT578. Topics in Statistics: High-Dimensional Probability and Statistics**

**Fall 2014: STAT510. Mathematical Statistics I**

Spring 2014:

**STAT400 / MATH463. Statistics and Probability I**

Fall 2013:

**STAT400 / MATH463. Statistics and Probability I**

**University of Illinois List of Teachers Ranked as Excellent by Their Students:
**Fall 2018 (STAT510)

Spring 2016 (STAT575)

Fall 2015 (STAT553, top 10%)