MATH 4581: Statistics and Stochastic Processes Spring 2020
Instructor: Boris Tsvelikhovskiy
Overview
The first part of the course covers classical procedures of statistics including the t-test, linear regression, and the chi-square test. The second part provides an introduction to stochastic processes focusing on
on Markov chains, random walks, and Brownian motion, with applications to modeling and finance.
Lecture notes
Homeworks and bonus problems
Exams