Interests:
Prediction theory of stationary and periodically-correlated
stochastic processes; factorization of matrix and
operator-values functions and its relation with
prediction theory; modeling and analysis of time series;
asymptotic analysis of stochastically perturbed dynamical
systems; stochastic filtering in target tracking in
presence of noise.
Publications
Awards, Scholarships,
Grants
Ph.D. Students
STT 844 Software
Professor of Statistics and Probability
Professor of Mathematics
Michigan State University
Statistics and Probability
A416 Wells Hall
East Lansing, Michigan USA
Phone: 517-355-3391
Fax: 517-432-1405
E-Mail: salehi@stt.msu.edu
