Time Series Analysis

In the Statistics Department of the Institute of Mathematics and Statistics,University of Sao Paulothere is a research group, The Time Series and Econometrics Group, which has interests related to various aspects of time series analysis, including:

  • Wavelet analysis of time series
  • Bayesian methods in time series
  • Time series models in econometrics and finance
  • Applications to oceanography, meteorology, etc

  • For further information contact Professor Pedro A. Morettin(pam@ime.usp.br) or Professor Pedro L.Valls Pereira(pvalls@ime.usp.br).