Probabilités et statistiques. Tome 2: Problèmes à temps mobile. (French) Zbl 0535.62004

Dacunha-Castelle, Didier; Duflo, Marie

Collection Mathématiques Appliquées pour la Maîtrise. Paris etc.: Masson. XIV, 286 p. FF 138.00 (1983).

This textbook is a companion volume of the preceding title Zbl 0535.62003. It contains no exercises: The exercises appear in a separate volume by the same authors. Most of the book is devoted to a description of various stochastic processes and the development of their properties. The usual methods of estimating unknown parameters of stochastic processes, and testing hypotheses about them, are also described. There are sections on optimal stopping and sequential analysis. The book is thorough and well-written, and should be a useful textbook.

Reviewer: L.Weiss

MSC:

62-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
60-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G07	General theory of stochastic processes
62M05	Markov processes: estimation; hidden Markov models
62M02	Markov processes: hypothesis testing
62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)

Keywords:

optimal stopping; sequential analysis

Citations:

Zbl 0535.62003