Mathematical Statistics and Stochastic Processes

Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today s practitioners. Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and robustness, second-order processes in discrete and continuous time and diffusion processes, statistics for discrete and continuous time processes, statistical prediction, and complements in probability. This book is aimed at students studying courses on probability with an emphasis on measure theory and for all practitioners who apply and use statistics and probability on a daily basis.

Generally, books on mathematical statistics are restricted tothe case of independent identically distributed random variables.In this book however, both this case AND the case of dependentvariables, i.e. statistics for discrete and continuous timeprocesses, are studied. This second case is very important fortoday's practitioners.Mathematical Statistics and Stochastic Processes is based ondecision theory and asymptotic statistics and contains up-to-dateinformation on the relevant topics of theory of probabilityestimation, confidence intervals, non-parametric statistics androbustness, second-order processes in discrete and continuous timeand diffusion processes, statistics for discrete and continuoustime processes, statistical prediction, and complements inprobability.This book is aimed at students studying courses on probability withan emphasis on measure theory and for all practitioners who applyand use statistics and probability on a daily basis.