Time Schedule:
Volodymyr Minin
STAT 516
Seattle Campus
Markovian and semi-Markovian models, point processes, cluster models, queuing models, likelihood methods, estimating equations. Prerequisite: STAT 511 or STAT 396. Offered: A.
Class description
The purpose of this course is to introduce students to the art of stochastic modeling. The theoretical component of the course covers material standard for a first course in stochastic processes. However, emphasis on statistical inference and scientifically motivated examples give a unique flavor to the mathematics presented in the course. The first quarter of the Stochastic Modeling sequence will be devoted to discrete and continuous-time Markov chains on countable state spaces.
Student learning goals
General method of instruction
Recommended preparation
Class assignments and grading
