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. This book introduces practical methods of applying stochastic processes to an audience knowledgeab...

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Bibliographic Details
Main Author: Lindsey, James K. (Author)
Format: eBook
Published: Cambridge, UK ; New York : Cambridge University Press, 2004.
Series:Cambridge series on statistical and probabilistic mathematics ; 14.
Online Access:CONNECT