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Cover of Statistics of random processes

Statistics of random processes

by Robert Shevilevich Lipt︠s︡er · first published 1977

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2HN commenters

2009–2019first – last mentioned

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Data & Statistics

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View on Open Library ISBN 0387902260

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graycat · Sep 17, 2019 · Recommends

…and there are plenty of books there. And can do more on stochastic processes, e.g., Ioannis Karatzas and Steven E. Shreve, Brownian Motion and Stochastic Calculus. R. S. Lipster and A. N. Shiryayev, Statistics of Random Processes. Ronald K. Getoor, Markov Processes and Potential Theory. This material is now decades old. With this material it is possible to give high end treatments of some topics in Wall Street type investing,…
on “Gaussian Processes, not quite for dummies” ↗
HilbertSpace · Nov 22, 2009 · Mentions

…and Sons, New York.\ \ P.\ Billingsley, {\it Convergence of Probability Measures, 2\raise0.5ex\hbox{ed},\/} ISBN: 0-471-19745-9, John Wiley, New York.\ \ R.\ S.\ Lipster and A.\ N.\ Shiryayev, {\it Statistics of Random Processes I, II,} ISBN 0-387-90226-0, Springer-Verlag, New York.\ \ However, pursued mathematically, statistics has some relatively advanced prerequisites some of which curiously are not popular in US university…
on “Ask HN: I want to learn statistics and data mining” ↗