5.0 credits
30.0 h
2q
Teacher(s)
Hainaut Donatien ;
Language
Français
Main themes
Discrete time Martingales (sub-martingales and super-martingales), stationary processes, exchangeable processes, conditionally i.i.d. processes and Markov processes.
Aims
Presentation of the main discrete time stochastic processes with an introduction to their statistical analysis.
The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
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