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. |