Mathematical statistics and stochastic processes /
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...
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| Format: | eBook |
| Language: | English |
| Published: |
London : Hoboken, NJ :
ISTE ; Wiley,
2012.
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| Series: | Applied stochastic methods series.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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. |
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| Physical Description: | 1 online resource (xi, 286 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118562024 111856202X 9781118586129 1118586123 9781299186965 1299186963 9781118586273 1118586271 |