5912 (v.4) Advanced Statistical Inference 502
| Area: | Department of Mathematics and Statistics |
| Contact Hours: | 3.0 |
| Credits: | 25.0 |
| Lecture: | 3 x 1 Hours Weekly |
| Prerequisite(s): | 5910 (v.4) Stochastic Processes 501 or any previous version
|
| Basic principles and methods of inference for stochastic processes. Inference for special models - branching processes, discrete time Markov chains, continuous time marker chain. Large sample theory for the estimates. Statistical inference for point processes. |
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