Statistical analysis of stochastic processes in time

Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. Much theoretical work has been done but virtually no modern books are available to show how the resul...

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Auteur principal: Lindsey, J.
Format: Livre
Langue:English
Publié: Cambridge University Press 2012
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Accès en ligne:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30580
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