Denis Bosq
Gebundenes Buch

Mathematical Statistics and Stochastic Processes

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Generally, books on mathematical statistics are restricted tothe case of independent identically distributed random variables.In this book however, both this case AND the case of dependentvariables, i.e. statistics for discrete and continuous timeprocesses, are studied. This second case is very important fortoday's practitioners.Mathematical Statistics and Stochastic Processes is based ondecision theory and asymptotic statistics and contains up-to-dateinformation on the relevant topics of theory of probability,estimation, confidence intervals, non-parametric statistics androbustness, second-or...