A course in stochastic processes. Stochastic models and statistical inference

zbMath0874.62094MaRDI QIDQ1360689

Denis Bosq, Nguyen Trung Hung

Publication date: 21 July 1997

Published in: Theory and Decision Library. Series B: Mathematical and Statistical Methods (Search for Journal in Brave)

zbMATH Keywords

Markov chainsrandom walksmartingalesrenewal theorydiffusion processesqueueing theoryPoisson processesARMA model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov processes: hypothesis testing (62M02) Markov processes (60Jxx)

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