STAT632 INFERENCE FOR STOCHASTIC PROCESSES
| Course Code: |
2460632 |
| 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
Special models. Large sample theory for discrete and continuous parameter stochastic processes. Optimal testing. Bayesian. nonparametric and sequential inference for stochastic processes. Martingales. Stochastic differential equations.
