A First Look at Stochastic Processes

DOI10.1142/11488zbMath1433.60001OpenAlexW2966434882MaRDI QIDQ4961164

Jeffrey S. Rosenthal

Publication date: 22 April 2020

Full work available at URL: https://doi.org/10.1142/11488

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stopping times; optimal stopping problems; gambling theory (60G40) Foundations of stochastic processes (60G05)

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