SUBJECT

Title

Statistical climatology

Type of instruction

lecture

Level

master

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.