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
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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. |