INFT 976/CSI 976 Statistical Inference for Stochastic Processes
(3:3:0). Prerequisite: INFT 746 Course covers the 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. Applications to engineering, biology, and economics
are considered.
Taught by M. Habib