STAT634 THEORY OF STATIONARY RANDOM FUNCTIONS
Course Code: |
2460634 |
METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
ECTS Credit: |
8.0 |
Department: |
Statistics |
Language of Instruction: |
English |
Level of Study: |
Graduate |
Course Coordinator: |
|
Offered Semester: |
Fall Semesters. |
Course Content
Second moment models of random variables and vectors. Correlation theory of random processes in the time and frequency domains. Theory of random fields in the time and frequency domains. Crossings and extremes of random functions. Applications.