Mathematical statistics and stochastic processes / edited by Denis Bosq and others.

Format:

Book

Author/Creator:

Bosq, Denis, 1939-

Bosq, Denis,1939- author.

Limnios, N. (Nikolaos), author.

Series:

Applied stochastic methods series

Language:

English

Subjects (All):

Mathematical statistics.

Stochastic processes.

Physical Description:

1 online resource (302 pages)

Edition:

First edition

Place of Publication:

London : ISTE ; Hoboken, N.J. : Wiley, 2012.

London : ISTE : John Wiley &Sons Inc., 2012.

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

Contents:

pt. 1. Mathematical statistics

pt. 2. Statistics for stochastic processes

pt. 3. Supplement.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on metadata supplied by the publisher and other sources.

ISBN:

9781118562024

111856202X

9781118586273

1118586271

9781118586129

1118586123

9781299186965

1299186963

OCLC:

828424621