STAT632 INFERENCE FOR STOCHASTIC PROCESSES
| Course Code: | 2460632 |
| METU Credit (Theoretical-Laboratory hours/week): | 3 (3.00 - 0.00) |
| ECTS Credit: | 8.0 |
| Department: | Statistics |
| Language of Instruction: | English |
| Level of Study: | Graduate |
| Course Coordinator: | |
| Offered Semester: | Fall Semesters. |
Course Objectives
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.