subject

Statistical climatology

lecturers

Dr. Matyasovszky István, associate professor

credits

2+0=2

period

4

curriculum

Nonparametric estimation of probability distributions. Nonparametric estimation of trends. ARMA models for non-Gaussian processes. Parametric and nonparametric nonlinear time series models. Surrogate data method. Contemporary methods for estimation of spectra. Robust estimations. Multivariate AR models. Long-memory AR models.

literature

Parts of problem books, scientific papers

form of tuition

lectures

mode of assessment

oral exam