Statistics of Stochastic Processes

Descipline Statistics of Stochastic Processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL
Language English
Degree Master
Credits 5
Semester 2
Description This lecture course is devoted to two main problems: statistical parameter estimation and filtering. Parameter estimation is considered in discrete and continuous time for different models including regression, linear models and stochastic differential equations and filtering is considered for the linear model.
Teachers Mishura Yuliya
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin