A broad introduction to statistical time series analysis for postgraduates: what time series analysis can be useful for; autocorrelation; stationarity; basic time series models: AR, MA, ARMA; invertibility; spectral analysis; estimation; forecasting. We will also discuss some of the following topics: financial time series and the GARCH model; and if time permits, multivariate time series and change point detection.

See also:
https://www.lse.ac.uk/resources/calendar2020-2021/courseGuides/ST/2020_ST422.htm