Mathematical Statistics and Stochastic Processes

Mathematical Statistics and Stochastic Processes

by Bosq, Denis

Type Book
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Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners. Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics …

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Title Statements

  • Full title :Mathematical Statistics and Stochastic Processes / Denis Bosq.

Summary

Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners. Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and robustness.

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Edition Statements

  • Publication Date:2012.

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:London
  • Language:eng
  • Publication Date:2012.

The Physical Object

  • Description:1 online resource (xiii, 286 Seiten)

Edition Identifiers

  • ISBN:9781848213616, 1848213611, 9781118562024, 111856202X
  • DOI:10.1002/9781118562024
  • oclc:ocn874374957
  • LC Classification:QA276.8 .B672 2012

Subjects

Statistik Stochastischer Prozess

Writers

Bosq, Denis

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