Mathematical Statistics and Stochastic Processes
- ISBN-10
- 1118586271
- ISBN-13
- 9781118586273
- Category
- Mathematics
- Pages
- 304
- Language
- English
- Published
- 2013-02-04
- Publisher
- John Wiley & Sons
- Author
- Denis Bosq
Description
Generally, books on mathematical statistics are restricted tothe case of independent identically distributed random variables.In this book however, both this case AND the case of dependentvariables, i.e. statistics for discrete and continuous timeprocesses, are studied. This second case is very important fortoday’s practitioners. Mathematical Statistics and Stochastic Processes is based ondecision theory and asymptotic statistics and contains up-to-dateinformation on the relevant topics of theory of probability,estimation, confidence intervals, non-parametric statistics androbustness, second-order processes in discrete and continuous timeand diffusion processes, statistics for discrete and continuoustime processes, statistical prediction, and complements inprobability. This book is aimed at students studying courses on probability withan emphasis on measure theory and for all practitioners who applyand use statistics and probability on a daily basis.
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