Thesis supervisor: Sándor Baran
Location of studies (in Hungarian): University of Debrecen Faculty of Informatics Abbreviation of location of studies: DE IK
Description of the research topic:
Syllabus
Theoretical and simulation study of parameter estimation problems in linear models driven by continuous random processes and fields.
Maximum likelihood and least squares estimators of model parameters.
Properties of parameter estimators.
Criteria for optimal design: A-, E-, T-, D- and K-optimal designs.
Optimal design problems for parameter estimation and prediction in 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. Pronzato, L., Pázman, A. (2013) Design of Experiments in Nonlinear Models. Springer, New York.
4. Baran, S., Pap, G., Zuijlen, M. v. (2011) Parameter estimation of a shifted Wiener sheet. Statistics 45, no. 4, 319-335.
5. 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.
6. Baran, S. (2017) K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets. J. Stat. Plan. Inference 186 , 28–41.
7. Baran, S., Szák-Kocsis, Cs., Stehlı́k, M. (2018) D-optimal designs for complex Ornstein-Uhlenbeck
processes. J. Stat. Plan. Inference 197, 93–106.
Deadline for application: 2021-11-15
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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