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A Functional Optimization Approach To Stochastic Process Sampling, Ryan Matthew Thurman
A Functional Optimization Approach To Stochastic Process Sampling, Ryan Matthew Thurman
USF Tampa Graduate Theses and Dissertations
The goal of the current research project is the formulation of a method for the estimation and modeling of additive stochastic processes with both linear- and cycle-type trend components as well as a relatively robust noise component in the form of Levy processes. Most of the research in stochastic processes tends to focus on cases where the process is stationary, a condition that cannot be assumed for the model above due to the presence of the cyclical sub-component in the overall additive process. As such, we outline a number of relevant theoretical and applied topics, such as stochastic processes and …