Mathematical statistics and stochastic processes
by Bosq, Denis
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 …
Read More ↓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 rob.
Read More ↓Edition Statements
- Publication Date:2012.
Publication Statements
The Physical Object
- Description:1 online resource (xi, 286 pages)
Edition Identifiers
- ISBN:9781118562024, 111856202X, 9781118586129, 1118586123, 9781299186965, 1299186963, 9781118586273, 1118586271
- oclc:ocn828424621
- LC Classification:QA276.8
- Dewey Decimal:519.5
Table of Contents
pt. 1. Mathematical statistics -- pt. 2. Statistics for stochastic processes -- pt. 3. Supplement.
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