TY  - GEN
AU  - Bosq, Denis
AU  - Nguyen, Hung T. 
TI  - A Course in Stochastic Processes: : Stochastic Models and Statistical Inference 
T2  - Series B: Mathematical and statistical methods
SN  - 9780792340874 (HB)
PY  - 1996///
CY  - Dordrecht
PB  - Springer
KW  - Distribution
KW  - Mathematical statistics
KW  - Probability
N1  - Includes Bibliography (313-314) and Index; 1 Basic Probability Background 
2 Modeling Random Phenomena 
3 Discrete - Time Markov Chains 
4 Poisson Processes 
5 Continuous - Time Markov Chains 
6 Random Walks 7 Renewal Theory 
8 Queueing Theory 
9 Stationary Processes 
10 ARMA model 
11 Discrete-Time Martingales 
12 Brownian Motion and Diffusion Processes 
13 Statistics for Poisson Processes 
14 Statistics of Discrete-Time Stationary Processes 
15 Statistics of Diffusion Processes
N2  - This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math­ ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti­ vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math­ ematically?". The exercises at the end of each lesson will deepen the stu­dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought
ER  -