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:
  Uses of simulations in teaching R-Code , Placing n non-attacking queens on a n x n chessboard R-Code ,
  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 , Quasi Monte Carlo 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).
  Computer demos:
  Plotting time series: R-Code , Examples of stochastic processes: R-Code ,
  Handling trends and seasonal effects: R-Code ,
  Acf and lag plots for observed and simulated time series: R-Code , Distribution of estimated acf: R-Code ,
  Spectrum of moving averages: R-Code , Causality and invertibility: R-Code ,
  Acf and prediction of ARMA models: R-Code , Inference for ARMA models: R-Code ,
  Transfer functions, periodogram: R-Code , Smoothing the periodgram: R-Code ,
  Wavelets: R-Code ,
  
• Selected chapters of time series analysis (401-4624-00), FS 09. Handouts from a course at EPFL pdf
  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),