Course in Stochastic Processes
Bosq, Denis; Nguyen, Hung T.
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Description for Course in Stochastic Processes
Hardback. This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models. Series: Theory and Decision Library B. Num Pages: 354 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 20. Weight in Grams: 691.
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 to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson ... Read more
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 to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson ... Read more
Product Details
Format
Hardback
Publication date
1996
Publisher
Kluwer Academic Publishers United States
Number of pages
354
Condition
New
Series
Theory and Decision Library B
Number of Pages
354
Place of Publication
Dordrecht, Netherlands
ISBN
9780792340874
SKU
V9780792340874
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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