Academic Catalog

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.