Erschienen: 30.06.1996 Abbildung von Bosq / Hung T. Nguyen | A Course in Stochastic Processes | 1996

Bosq / Hung T. Nguyen

A Course in Stochastic Processes

Stochastic Models and Statistical Inference

lieferbar ca. 10 Tage als Sonderdruck ohne Rückgaberecht

ca. 235,39 €

inkl. Mwst.

1996. Buch. x, 354 S. Bibliographien. Hardcover

Springer. ISBN 978-0-7923-4087-4

Format (B x L): 15,6 x 23,4 cm

Gewicht: 1530 g

In englischer Sprache

Das Werk ist Teil der Reihe: Theory and Decision Library B; 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.


Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.


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