2011-2012 University Catalog 
  
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2011-2012 University Catalog

CSI 976 - Statistical Inference for Stochastic Processes

Credits: 3 (NR)
Covers modern theory of parameter estimation and hypothesis testing for stochastic processes, counting processes with random intensities, and solutions to stochastic differential equations driven by martingales. Considers applications to engineering, biology, and economics.

Equivalent to IT 976

Prerequisite(s): CSI 776 or permission of instructor.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0