Teaching: Links to material provided

• Bayesian Statistics (401-3628-14L ), spring 2013: Script (pdf), Computerdemos for Chapter 4 (R-Code)
• Elementare Wahrscheinlichkeit(401-1003-63L), Herbst 2013: Kurzskript (pdf-file), Prüfung Dezember 2013 (pdf), Musterlösung (pdf)
• Spatial Statistics (401-4625-00L), Fall 2013: Script (pdf), Script in German for the course given in 2007 (pdf)
• Vorlesung Wahrscheinlichkeit und Statistik (401-2604-00L), Spring 2013: Skript von Hans Föllmer, Josef Teichmann und mir (pdf)
  
• Stochastic Simulation (401-3612-00), Spring 2012: Script in English (pdf-file), Script in German (version of 2006) (pdf), Reference list (pdf-file),
  Computer demos: R-tutorial for Unix, and for Windows.
  Estimating variances: Hertzsprung's example and the bootstrap R-Code ,
  Simulation of the Ising model R-Code ,
  Bayesian analysis and the Gibbs sampler: Normal observations with unknown mean and variance R-Code ,
  Queueing system with a single server R-Code ,
  Uniform random number generation R-Code ,
  The accept/reject method R-Code ,
  Ratio of uniforms R-Code ,
  Importance sampling R-Code ,
  Simulation of Gaussian stochastic processes R-Code ,
  Variance reduction R-Code ,
  Markov chains on discrete spaces R-Code ,
  Metropolis-Hastings on continuous state spaces R-Code ,
  Reversible jump Monte Carlo R-Code ,
  
• Time Series Analysis (401-4623-00), Fall 2010: Notes of the course (pdf), Reference list (pdf).
  Week 1 (Plotting time series) R-Code , Week 2 (Examples of stochastic processes) R-Code , Week 3 (Handling trends and seasonal effects) R-Code ,
  Week 4 (acf and lag plot for observed and simulated time series) R-Code , Week 5 (distribution of estimated acf) R-Code , Week 6 (spectrum of moving averages) R-Code , Week 7 (Causality and invertibility) R-Code ,
  Week 8 (acf and prediction of ARMA models) R-Code , Week 9 (Inference for ARMA models) R-Code ,
  Week 10 and 11 (transfer functions, periodogram) R-Code , Week 12 (smoothing the periodgram) R-Code ,
  Week 13 (wavelets) R-Code ,
  
• Selected chapters of time series analysis (401-4624-00), FS 09. Handouts from a course at EPFL Postscript-File, Note on state space representation of ARMA models pdf-File, Simulation of some state space models R-Code, Filtering, smoothing and parameter estimation for discrete state space models R-Code, Particle filtering R-Code, AR(1) plus Gaussian or t-distributed observation noise, respectively R-Code,
  
• Vorlesung Mathematische Grundlagen der Statistik (401-3621-00): Skript (pdf-file),