TKK / Institute of Mathematics / teaching /
Huom! Tämä sivu on vanhentunut. Kurssitiedot löytyvät syksystä 2008 alkaen Nopasta. |
The course is lectured in English.
Prerequisites (recommended):
Mat-1.3601 Introduction to stochastics
Mat-2.3111 Stochastic processes
Contents:
1. Stochastic Processes
2. Gaussian Processes
3. L² space
4. Second order processes
5. Spectral analysis of stationary processes
6. Applications to time series modelling, filtering,
prediction, estimation
Lectures: Mon 9-12, U322 and Tue 9-12, U322 (from Sep 10th to Oct 16th)
Professor Esko Valkeila
Exams: Fri Oct 26th 13-16, hall M
Exercises: Thu 14-16 Y227 (from Sep 13th to Oct 18th)
Assistant Heikki Tikanmäki (Office hour Thu 13.30-14)
Exercise 1
Exercise 2
Exercise 3
Exercise 4
Exercise 5
Exercise 6
Course material: