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Computational Statistics Circle (WiSe2005/06)

- stochastic process flavoured beans.

 

 

Participants:

Location:

Ludwigstr. 33, Library, 2nd floor

Themes:

Date Responsible
Literature
7 April 2006@9:30 Michael Höhle
Chapter 3&4, Stochastic Population Models - A Compartmental Perspective, J.H. Matis and T.R. Kiffe, Lecture Notes in Statistics 145 (2000)
[Supplementary Material from the talk]
18 April 2006@9:00
Christiane Dargatz
Chapter 3.1-3.2,  Stochastic Differential Equations, B. Øksendal, Springer, 6th Edition (2005), 3rd corrected printing.
Chapter 4, Stochastische Prozesse, R. Grübel, Vorlesungsskript, Universität Hannover, Institut für Mathematische Stochastik, SoSe2002.
18 April 2006@10:30
Thomas Kneib
Chapter 2.1-2.3, 2.5-2.6, Hidden Markov and other models for discrete-valued time series, I.L. MacDonald and W. Zucchini, Chapmann & Hall (1997).

Squared Circles: