NDLI: A Course in Stochastic Processes: Stochastic Models and Statistical Inference

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A Course in Stochastic Processes: Stochastic Models and Statistical Inference

Content Provider	Springer-eBooks
Author	Bosq, Denis Nguyen, Hung T.
Copyright Year	1996
Abstract	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 can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.
File Format	PDF
ISBN	9789401587693
Language	English
Publisher	SpringerLink Springer eBooks
Access Restriction	Subscribed
Subject Keyword	Mathematics Probability Theory and Stochastic Processes Statistics, general Statistics for Business/Economics/Mathematical Finance/Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Image and Speech Processing
Content Type	Text
Resource Type	Book

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