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...
Main Author: | |
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Other Authors: | , |
Format: | eBook |
Language: | Inglés |
Published: |
London : Hoboken, N.J. :
ISTE ; Wiley
2012.
London : 2012. |
Edition: | First edition |
Series: | Applied stochastic methods series
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Subjects: | |
See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627733906719 |
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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Item Description: | Description based upon print version of record. |
Physical Description: | 1 online resource (302 pages) |
Bibliography: | Includes bibliographical references and index. |
ISBN: | 9781118562024 9781118586273 9781118586129 9781299186965 |