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...

Descripción completa

Detalles Bibliográficos
Autor principal: Bosq, Denis, 1939- (-)
Otros Autores: Bosq, Denis,1939- author (author), Limnios, Nikolaos, author
Formato: Libro electrónico
Idioma:Inglés
Publicado: London : Hoboken, N.J. : ISTE ; Wiley 2012.
London : 2012.
Edición:First edition
Colección:Applied stochastic methods series
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627733906719
Descripción
Sumario: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
Notas:Description based upon print version of record.
Descripción Física:1 online resource (302 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9781118562024
9781118586273
9781118586129
9781299186965