Assessment of the stability of a random process and estimation of its asymptotic mean

Supervisor doc. Mgr., Ondřej Vencálek, Ph.D.
Name Assessment of the stability of a random process and estimation of its asymptotic mean
Type Master
Status Assigned
Description

The goal of the thesis is the analysis of time series, for which it is expected that their trend may stabilize at some constant value over time. The task is to estimate this constant. The studied time series often contain a periodic component.