Detalles del libro
"The academic level of this book is not too elementary yet not too advanced. It is assumed that the reader has taken calculus-based probability theory and statistics. Not a whole lot of statistical analysis is present in this book. In applications there are some attempts to estimate parameters of stochastic processes via linear regression, maximum likelihood and method of moments estimators. Typically, a course on stochastic processes is taught to pure mathematics, applied mathematics, physics, and engineering majors, and the selection of processes and level of exposition differ. Most of the books involved sigma algebra, martingales, and Ito calculus, which I deliberately not mention in my book. My book is written for statistics majors who benefit from seeing less theory but more simulated trajectories and serious applications, possibly with data analysis involved"--
Leer más - Autor/a Olga Korosteleva
- ISBN13 9781032154732
- ISBN10 103215473X
- Páginas 190
- Año de Edición 2026
- Fecha de publicación 18/05/2026
Reseñas y valoraciones
Stochastic Processes with R An Introduction
- De
- Olga Korosteleva
- |
- ROUTLEDGE (2026)
- 9781032154732



