Statistical Analysis of Stochastic Processes in Time (Cambridge Series in Statistical and Probabilistic Mathematics)
Publisher: Cambridge University Press
Published: August 2, 2004
Language: eng
Format: Hardcover
Number of pages: 338
ISBN-13: 9780521837415
Subjects: Stochastics; Science/Mathematics; Mathematics; Applied; Probability & Statistics - General; Mathematics / Statistics; Stochastic processes
First sentence: Intuitively, a stochastic process describes some phenomenon that evolves over time (a process) and that involves a random (a stochastic) component.