Course Websites

IE 598 AC - Stat Infer for Stoch Sys

Last offered Fall 2016

Official Description

Subject offerings of new and developing areas of knowledge in industrial engineering intended to augment the existing curriculum. See Class Schedule or departmental course information for topics and prerequisites. Course Information: Approved for letter and S/U grading. May be repeated in the same or separate terms if topics vary.

Section Description

Statistical Inference for Stochastic Systems with Long Memory. Prerequisites: Graduate-level courses on Stochastic Porcesses and on Probability Theory. The goal of this course is to study stochastic systems with long-range dependence. Specifically, the focus will be on parameter estimation, filtering, and simulation techniques for fully and partially observed non Markovian systems in discrete and continuous time.

Related Faculty

Documents

TitleSectionCRNTypeHoursTimesDaysLocationInstructor
Stat Infer for Stoch SysAC66928LEC40900 - 1020 T R  136 Loomis Laboratory Alexandra Chronopoulou