A Course in Stochastic Processes: Stochastic Models and Statistical Inference

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This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need ...

A Course in Stochastic Processes: Stochastic Models and Statistical Inference 2010, Springer, Dordrecht

ISBN-13: 9789048147137

Paperback

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A Course in Stochastic Processes: Stochastic Models and Statistical Inference 1996, Springer, Dordrecht, Netherlands

ISBN-13: 9780792340874

1996 edition

Hardcover

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