A Course in Stochastic Processes: Stochastic Models and Statistical Inference
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 v...
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Dordrecht
Springer Netherlands
1996
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Ausgabe: | 1st ed. 1996 |
Schriftenreihe: | Theory and Decision Library B, Mathematical and Statistical Methods
34 |
Schlagworte: | |
Online-Zugang: | BTU01 Volltext |
Zusammenfassung: | 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 |
Beschreibung: | 1 Online-Ressource (X, 354 p) |
ISBN: | 9789401587693 |
DOI: | 10.1007/978-94-015-8769-3 |
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Datensatz im Suchindex
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discipline | Mathematik Wirtschaftswissenschaften |
discipline_str_mv | Mathematik Wirtschaftswissenschaften |
doi_str_mv | 10.1007/978-94-015-8769-3 |
edition | 1st ed. 1996 |
format | Electronic eBook |
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spelling | Bosq, Denis Verfasser aut A Course in Stochastic Processes Stochastic Models and Statistical Inference by Denis Bosq, Hung T. Nguyen 1st ed. 1996 Dordrecht Springer Netherlands 1996 1 Online-Ressource (X, 354 p) txt rdacontent c rdamedia cr rdacarrier Theory and Decision Library B, Mathematical and Statistical Methods 34 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 Probability Theory and Stochastic Processes Statistics, general Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Image and Speech Processing Probabilities Statistics Signal processing Image processing Speech processing systems Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 Hung T. Nguyen aut Erscheint auch als Druck-Ausgabe 9789048147137 Erscheint auch als Druck-Ausgabe 9780792340874 Erscheint auch als Druck-Ausgabe 9789401587709 https://doi.org/10.1007/978-94-015-8769-3 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Bosq, Denis Hung T. Nguyen A Course in Stochastic Processes Stochastic Models and Statistical Inference Probability Theory and Stochastic Processes Statistics, general Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Image and Speech Processing Probabilities Statistics Signal processing Image processing Speech processing systems Stochastischer Prozess (DE-588)4057630-9 gnd |
subject_GND | (DE-588)4057630-9 |
title | A Course in Stochastic Processes Stochastic Models and Statistical Inference |
title_auth | A Course in Stochastic Processes Stochastic Models and Statistical Inference |
title_exact_search | A Course in Stochastic Processes Stochastic Models and Statistical Inference |
title_exact_search_txtP | A Course in Stochastic Processes Stochastic Models and Statistical Inference |
title_full | A Course in Stochastic Processes Stochastic Models and Statistical Inference by Denis Bosq, Hung T. Nguyen |
title_fullStr | A Course in Stochastic Processes Stochastic Models and Statistical Inference by Denis Bosq, Hung T. Nguyen |
title_full_unstemmed | A Course in Stochastic Processes Stochastic Models and Statistical Inference by Denis Bosq, Hung T. Nguyen |
title_short | A Course in Stochastic Processes |
title_sort | a course in stochastic processes stochastic models and statistical inference |
title_sub | Stochastic Models and Statistical Inference |
topic | Probability Theory and Stochastic Processes Statistics, general Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Image and Speech Processing Probabilities Statistics Signal processing Image processing Speech processing systems Stochastischer Prozess (DE-588)4057630-9 gnd |
topic_facet | Probability Theory and Stochastic Processes Statistics, general Statistics for Business, Management, Economics, Finance, Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Signal, Image and Speech Processing Probabilities Statistics Signal processing Image processing Speech processing systems Stochastischer Prozess |
url | https://doi.org/10.1007/978-94-015-8769-3 |
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