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 robustness, second-order processes in discrete and continuous time and diffusion processes, statistics for discrete and continuous time processes, statistical prediction, and complements in probability.
This book is aimed at students studying courses on probability with an emphasis on measure theory and for all practitioners who apply and use statistics and probability on a daily basis.
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Denis Bosq is Professor emeritus Université Pierre et Marie Curie (Paris 6) France.
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Zustand: New. This book is devoted to Mathematical Statistics and Statistics for Stochastic Processes, based on Measure theory, Probability theory and Decision theory. Contents: Decision theory, Estimation, Tests, Confidence intervals, asymptotic Statistics, nonparametri. Artikel-Nr. 556580950
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Zustand: New. 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. Num Pages: 300 pages, Illustrations. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 239 x 162 x 22. Weight in Grams: 590. . 2012. . . . . Books ship from the US and Ireland. Artikel-Nr. V9781848213616
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