Statistical and Stochastic modeling for time-dependent data
SaSMoTiDep 18-MATH-17
The main goal of this project is to study several statistical and stochastic models for time- dependent measures using parametric and non-parametric approaches. In particular, we will study the inference in complex mixed effects models, we will propose novel segmentation models for multiple series, non-parametric methods in dependent models and stochastic differential equations and their applications in population dynamics and finance. The specific scientific goals of this project are as follows:
|