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Bielefeld-Dortmund Summer School 2017

Modern Topics in Time Series Analysis


Target audience and conditions of participation

The summer school is directed towards PhD students. Students are required to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis.

The summer school is limited to 40 participants.

To apply please provide:  

  • a motivation letter
  • an up to date CV listing all time series and statistics related courses taken so far
  • proof of enrollment

Please pack all documents into a single PDF file (size limit 10MB). Applications are to be sent to 



The summer school provides an introduction to a number of modern topics in time series analysis taught by a selection of top researchers in the field in Europe. Each topic will be covered in one half day. Presentations will follow a common layout introducing the main theory of the area, providing examples and software available and finally hinting at relevant research questions.

Current planning involves the following topics:

Vector Autoregressive Processes
State Space Modeling
Dietmar BauerUniversity Bielefeld
Mixed Frequency ModelingManfred DeistlerTU Wien
Modelling SeasonalityPhilip Hans FransesErasmus University Rotterdam
Bootstrapping for Time SeriesCarsten JentschUniversity Mannheim
Hidden Markov ModelsRoland LangrockUniversity Bielefeld
Dynamic Factor ModelsMarco LippiEinaudi Institute for Economics and Finance
Long-Memory ProcessesPhilipp SibbertsenLeibniz University Hannover
Model Selection for Time Series ModelsRolf TschernigUniversity Regensburg
Unit Roots and CointegrationMartin WagnerTU Dortmund

A preliminary program may be accessed here: program


Financial Issues

The summer school fee for students amounts to €400. This covers: 

  • lectures
  • material
  • lunches
  • coffee breaks and snacks
  • social event: BORUSSIA Dortmund stadium tour followed by dinner in Strobels, the famous place next to the stadium 

The fee does not include travel, accommodation and dinners.



A limited amount of rooms is available at Tryp Hotel Dortmund. Participants need to arrange accommodation themselves.



The summer school will take place at the Math Tower at TU Dortmund. All lectures will be held in seminar room M/E 21 on the ground floor of the Math Tower. See here for details on how to reach the TU Dortmund. The Math Tower (building with the TU sign on the roof) is No. 14 on this map.

Further information

- The registration desk will open at 08:30 on Monday Sep 25th in room M/E 27.

- Internet connection is available via eduroam. As an alternative, guest accounts can be requested during the registration.

- Lunches are served at the restaurant "Calla" directly opposite to the Math Tower. Ingredients (e.g. gluten) are listed on the menu.

- Information on public transport prices (A3 within Dortmund) can be found here.


Current version of lecture material

- The lecture material will be updated in the course of the summer school.

- A password can be found in a previously circulated info-sheet.

- In case you haven't received a password, please contact the organizers.

- lecture material (this version: 11.10.2017)


Some impressions from the Summer School 2017



stadium sound check    pictures set 1    pictures set 2


If you have any inquiries with respect to organization please contact