Probability and Statistics by Example

DOI10.1017/CBO9780511813641zbMath1184.62002OpenAlexW123658300MaRDI QIDQ5900049

M. Ya. Kel'bert, Yu. M. Sukhov

Publication date: 23 May 2008

Full work available at URL: https://doi.org/10.1017/cbo9780511813641

zbMATH Keywords

random walksstochastic processeslarge deviationslikelihood estimationstatistics of Markov chainsMarkov chains in continuous timeMarkov chains in discrete time

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 chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes: hypothesis testing (62M02) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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