2009-2010 University Catalog 
  
2009-2010 University Catalog

IT 976 - Statistical Inference for Stochastic Processes

Credits: 3
Cross-Listed with CSI 976

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.

Prerequisites
IT 746/CSI 776

Hours of Lecture or Seminar per week
3
Hours of Lab or Studio per week
0
When Offered
AS