STAT 621

Advanced Stochastic Processes

Texas A&M University · UGRD · Fall 2026

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Credits 3. 3 Lecture Hours. Conditional expectation; stopping times; discrete Markov processes; birth-death processes; queuing models; discrete semi-Markov processes; Brownian motion; diffusion processes, Ito integrals, theorem and limit distributions; differential statistical functions and their limit distributions; M-,L-,R-estimation. Prerequisite: STAT 614 or STAT 615 .

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Class #texas_am-7618Fall 2026UGRD
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