Theory of Stochastic Objects: Probability, Stochastic Processes and Inference

ISBN-13: 9781032242880 / Angielski / Miękka / 2021 / 408 str.

Athanasios Christou Micheas

Opis

This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks

Spis treści

1.Rudimentary Models and Simulation Methods 2. Statistical Inference 3.Measure and Integration Theory 4. Probability Theory 5. Convergence of Random Objects 6. Random SequencesStochastic Processes 7. Appendix

O autorze

Athanasios Christou Micheas is Associate Professor of Statistics at the University of Missouri.