Stochastic processes with R / Olga Korosteleva, Department of Mathematics and Statistics, California State University, Long Beach.
| Author/creator | Korosteleva, Olga |
| Format | Electronic |
| Publication Info | Boca Raton : CRC Press, 2022. |
| Description | 1 online resource |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Subjects |
| Series | Chapman & Hall/CRC texts in statistical science |
| Abstract | "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"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Source of description | Description based on print version record and CIP data provided by publisher. |
| Issued in other form | Print version: Korosteleva, Olga. Stochastic processes with R Boca Raton : CRC Press, 2022 9781032153735 |
| Genre/form | Electronic books. |
| LCCN | 2021040996 |
| ISBN | 9781000537376 (epub) |
| ISBN | 9781003244288 (ebook) |
| ISBN | (hardback) |
| ISBN | (paperback) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |