SUBJECT
Title
Statistical climatology
Type of instruction
lecture
Level
master
Faculty
Part of degree program
Credits
2
Recommended in
Semester 4
Typically offered in
Spring semester
Course description
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.
Readings
Parts of problem books, scientific papers Michael Small, 2005: Applied Nonlinear Time Series Analysis. World Scientific. 261 pp.