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Statistics of Stationary Stochastic Processes

Descipline Statistics of Stationary Stochastic Processes
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 4
Semester 3
Description This course is a introduction to the theory of stationary random processes. We consider expansion of stationary processes in series and stochastic integral. We study evaluation of means and correlation functions of these processes and methods of simulation Gaussian stationary random processes.
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