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Cambridge Series in Statistical and Probabilistic Mathematics #14
Statistical Analysis of Stochastic Processes in Time by J. K. Lindsey
Excellent Book
Hardcover
First published August 2, 2004
6 people want to read
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February 4, 2013
Good introduction to many statistical tools for analyzing various random processes in time. I could have used more frequent explicit numerical calculations and/or answers to exercises. I would also liked to have better understood the meanings of the best fit parameters in the various models described in the examples, but part of that lack of understanding is my lack of familiarity and application of several of the candidate distributions.
Displaying 1 of 1 review