In this program
- Estimation for stochastic models (MLE, method of moments)
- Simulation of Markov chains
- Point processes
- Time series as stochastic processes (ARMA connection)
- Numerical methods for SDEs: Euler–Maruyama and Milstein
- Case studies in biology and physics
- Operations research
Computational and statistical methods
Time series as stochastic processes (ARMA connection)
Stochastic processes · STEM / applied
Topic
Time series as stochastic processes (ARMA connection)
Graduate Stochastic Processes — scope drawn from open stochastic processes notes and typical US graduate stochastic processes syllabi.