Thesis supervisor: Sándor Baran
Location of studies (in Hungarian): Debreceni Egyetem Informatikai Kar Abbreviation of location of studies: DE IK
Description of the research topic:
Theoretical and simulation study of parameter estimation problems in linear models driven by continuous random fields. Maximum likelihood and least squares estimators and their properties. Optimal design problems for continuous random processes and fields.
Bibliography
1. Rao, B. L. S. P. (2010) Statistical inference for fractional diffusion processes. Wiley, Chichester.
2. Müller, W. G. (2007) Collecting spatial data (3rd. ed.). Springer, Heidelberg.
3. Baran, S., Sikolya, K., Stehlík, M. (2013) On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets. Statist. Probab. Lett. 83, no. 6, 1580-1587.
4. Baran, S., Stehlík, M. (2015) Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets. Statist. Probab. Lett. 99, 114-124.
5. Baran, S., Pap, G., Zuijlen, M. v. (2011) Parameter estimation of a shifted Wiener sheet. Statistics 45, no. 4, 319-335.
Recommended language skills (in Hungarian): angol Number of students who can be accepted: 1
Deadline for application: 2019-01-15
2024. IV. 17. ODT ülés Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).
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