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Mathematical Statistics and Stochastic Processes

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Mathematical Statistics and Stochastic Processes
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Knygos aprašymas

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, second-order processes in discrete and continuous time and diffusion processes, statistics for discrete and continuous time processes, statistical prediction, and complements in probability.
This book is aimed at students studying courses on probability with an emphasis on measure theory and for all practitioners who apply and use statistics and probability on a daily basis.

Informacija

Autorius: Denis Bosq
Leidėjas: Wiley-ISTE
Išleidimo metai: 2012
Knygos puslapių skaičius: 304
ISBN-13: 9781848213616
Formatas: 6.350381 x 0.881888 x 9.499981 inches. Knyga kietu viršeliu
Kalba: Anglų

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