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...

Full description

Bibliographic Details
Main Author: Bosq, Denis, 1939- (-)
Other Authors: Bosq, Denis,1939- author (author), Limnios, Nikolaos, author
Format: eBook
Language:Inglés
Published: London : Hoboken, N.J. : ISTE ; Wiley 2012.
London : 2012.
Edition:First edition
Series:Applied stochastic methods series
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627733906719
Description
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
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