The course proposes a study of generalized stochastic
models, in a context of description, analysis and retrieval of
information from data. The main models studied are associated with the
so-called autoregressive and moving average families, stochastic
differenced/integrated processes with integer and fractional orders,
entropy functions, markovian properties, as well as interactions of
processes and mixture models.
- Responsable de cours: Atto, Abdourrahmane
- Responsable de cours: Mian, Ammar
- Responsable de cours: Mukherjee, Srijani