TY  - BOOK
AU  - Bosq,Denis
TI  - Mathematical statistics and stochastic processes
T2  - Applied stochastic methods series
SN  - 9781848213616
U1  - 519.23 23
PY  - 2012///
CY  - London, Hoboken, NJ
PB  - ISTE, John Wiley
KW  - Mathematical statistics
KW  - Stochastic processes
N1  - Includes bibliographical references and index; PART 1. MATHEMATICAL STATISTICS.
Chapter 1. Introduction to Mathematical Statistics--
Chapter 2. Principles of Decision Theory--
Chapter 3. Conditional Expectation--
Chapter 4. Statistics and Sufficiency--
Chapter 5. Point Estimation--
Chapter 6. Hypothesis Testing and Confidence Regions--
Chapter 7. Asymptotic Statistics--
Chapter 8. Non-Parametric Methods and Robustness--

PART 2. STATISTICS FOR STOCHASTIC PROCESSES.
Chapter 9. Introduction to Statistics for Stochastic Processes--
Chapter 10. Weakly Stationary Discrete-Time Processes--
Chapter 11. Poisson Processes- A Probabilistic and Statistical Study--
Chapter 12. Square-Integrable Continuous-Time Processes--
Chapter 13. Stochastic Integration and Diffusion Processes--
Chapter 14. ARMA Processes--
Chapter 15. Prediction--

PART 3. SUPPLEMENT.
Chapter 16. Elements of Probability Theory--

Appendix. Statistical Tables--
Bibliography--
Index--
N2  - 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.
ER  -