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Lund University
Mathematical Statistics: Stationary Stochastic Processes
<p>An introductory course in stochastic processes.</p><p>The course treats stochastic processes in discrete and continuous time. The main elements are:</p> <p>Models for stochastic dependence.Concepts of description of stationary stochastic processes in the time domain: expectation, covariance, and cross-covariance…
- Higher education
- Information unavailable
- 31 August 2026
- Information unavailable
- Information unavailable
- 50 %
Overview
<p>An introductory course in stochastic processes.</p><p>The course treats stochastic processes in discrete and continuous time. The main elements are:</p> <p>Models for stochastic dependence.Concepts of description of stationary stochastic processes in the time domain: expectation, covariance, and cross-covariance functions. Concepts of description of stationary stochastic processes in the frequency domain: effect spectrum, cross spectrum. Special processes: Gaussian process, Wiener process, white noise, Gaussian fields in time and space. Stochastic processes in linear filters: relationships between in- and out-signals, auto regression and moving average (AR, MA, ARMA), derivation and integration of stochastic processes. The basics in statistical signal processing: estimation of expectations, covariance function, and spectrum. Application of linear filters: frequency analysis and optimal filters.</p>
Admission scores
Entry requirements
General eligibility and knowledge corresponding to MASA02 Mathematical statistics: Basic course, 15 ECTS (the courses MASB13 Mathematical Statistics for Physicists 7.5 ECTS, and MASB02 Mathematical Statistics for Chemists 7.5 ECTS, are also valid for eligibility). English course 6/B.
The text is reproduced from the Susa source. Antagningsdata does not map GY11 and GY25 or assess personal eligibility.
Source, measure and data quality
- Source
- Skolverket Susa-navet
- Period
- 2026-08-31
- Measure
- Entry-requirement text reproduced from the published Susa data; no personal eligibility assessment is made.
- Population
- Education offering e.uoh.lu.masc14.13304.20262
- Last checked
- 2026-09-23T10:38:33.477975+00:00
- Limitation
- Antagningsdata does not map GY11 and GY25. General and specific conditions are not separated without structured source data.
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About the provider
Sources and data quality
Education facts for the selected offering come from Skolverket Susa-navet.
Retrieved . Published . Times are shown in Swedish local time.
Source identity and publication version
- Publication version
- 8e217193-f5fa-4778-b085-a4521fd03e8d
- Education identity in the source
- i.uoh.lu.masc14.13304.20262
- Offering identity in the source
- e.uoh.lu.masc14.13304.20262
- Education-form source code
- HS
- Education code in the source
- MASC14
- Change time according to the source
- 2026-02-03T11:26:47
The provider, education and education offering are separate identities. Application information should be checked on the official website. Supplementary statistics have not been obtained from this source.