Topics chosen from: large deviations; random walks; weak convergence in metric spaces; empirical processes; point processes; Gaussian processes; random fields; branching processes; inference for stochastic processes. Applications.

Prerequisites: PSTAT 213A-B-C.

4

Units

Optional

Grading

1, 2, 3

Passtime

None

Level Limit

Letters and science

College
T B A
No info found
PSTAT 221C Goffard P M Spring 2024 Total: 15
PSTAT 221C Elie R Spring 2016 Total: 5
PSTAT 213C
20 / 30 Enrolled
Introduction To Probability Theory And Stochastic Processes
Tomoyuki Ichiba 3.7
T R
09:30 AM - 10:45 AM
PSTAT 220C
26 / 30 Enrolled
Advanced Statistical Methods
Mengyang Michael Gu 3.9
T R
14:00 PM - 15:15 PM
PSTAT 222C
10 / 10 Full
Advanced Stochastic Processes
Michael Ludkovski 3.0
M W
11:00 AM - 12:15 PM
PSTAT 223C
5 / 5 Full
ADVANCED TOPICS IN FINANCIAL MODELING
Michael Ludkovski 3.0
M W
11:00 AM - 12:15 PM
PSTAT 230
21 / 35 Enrolled
Seminar and Projects in Statistical Consulting
Wendy Meiring 2.8
M W
11:00 AM - 12:15 PM
PSTAT 231
18 / 25 Enrolled
Introduction to Statistical Machine Learning
Katie Coburn 3.1
T R
15:30 PM - 16:45 PM