Statistics of Gaussian Processes

Descipline Statistics of Gaussian Processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Doctorat (Ph.D.)
Credits 4
Semester 3
Description This course is an introduction to the theory of Gaussian processes and to statistic of Gaussian processes. Properties of Gaussian random variable and Gaussian random vectors will be consider. Properties of Gaussian random processes will be consider as well. We consider properties of square Gaussian random variable and processes. These properties are use in statistic of Gaussian processes. We construct criterion for to check of hypothesis on functional from processes. Simulation of these processes with given accuracy and reliability will be consider as well.
Teachers Kozachenko Yuriy
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392
e-mail:
yvk@univ.kiev.ua
Author: admin