CSI 976 - Statistical Inference for Stochastic Processes

Institution:

George Mason University

Subject:

Description:

Credits: 3 Cross-Listed with IT 976 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. Prerequisites CSI 776 or permission of instructor. Hours of Lecture or Seminar per week 3 Hours of Lab or Studio per week 0

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.gmu.edu

Phone Number:

(703) 993-1000

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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