Triantafyllopoulos, Kostas Bayesian inference of state space models. Kalman filtering and beyond. (English) Zbl 1480.62003 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-030-76123-3/hbk; 978-3-030-76124-0/ebook). xv, 495 p. (2021). Reviewer: Wolfgang Näther (Freiberg) MSC: 62-01 62F15 62M10 62M20 91B84 93E03 93E11 62P05 62P20 62P30 PDFBibTeX XMLCite \textit{K. Triantafyllopoulos}, Bayesian inference of state space models. Kalman filtering and beyond. Cham: Springer (2021; Zbl 1480.62003) Full Text: DOI
Durrett, Richard Essentials of stochastic processes. 3rd edition. (English) Zbl 1378.60001 Springer Texts in Statistics. Cham: Springer (ISBN 978-3-319-45613-3/hbk; 978-3-319-45614-0/ebook). ix, 275 p. (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-01 60Gxx 60G40 60G42 60G50 60G51 60J10 60J27 90Bxx 90B22 91B24 91B25 PDFBibTeX XMLCite \textit{R. Durrett}, Essentials of stochastic processes. 3rd edition. Cham: Springer (2016; Zbl 1378.60001) Full Text: DOI
Ruppert, David; Matteson, David S. Statistics and data analysis for financial engineering. With R examples. 2nd ed. (English) Zbl 1310.62002 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-1-4939-2613-8/pbk; 978-1-4939-2614-5/ebook). xxvi, 719 p. (2015). MSC: 62-01 62-07 62P05 91-01 91G70 91Gxx 00A06 PDFBibTeX XMLCite \textit{D. Ruppert} and \textit{D. S. Matteson}, Statistics and data analysis for financial engineering. With R examples. 2nd ed. New York, NY: Springer (2015; Zbl 1310.62002) Full Text: DOI
Carmona, René Statistical analysis of financial data in R. 2nd ed. (English) Zbl 1306.62006 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-1-4614-8787-6/hbk; 978-1-4614-8788-3/ebook). xvii, 588 p. (2014). Reviewer: Salah Hamza Abid (Baghdad) MSC: 62-01 62-04 62-07 62M10 62P05 91-01 91B84 91G70 91G60 65C05 65C30 65C60 PDFBibTeX XMLCite \textit{R. Carmona}, Statistical analysis of financial data in R. 2nd ed. New York, NY: Springer (2014; Zbl 1306.62006) Full Text: DOI
Ruppert, David Statistics and data analysis for financial engineering. (English) Zbl 1281.62012 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-1-4419-7786-1/hbk; 978-1-4419-7787-8/ebook; 978-1-4614-2749-0/pbk). xxii, 638 p. (2011). MSC: 62-01 62-07 62P05 91-01 91G70 91Gxx 00A06 PDFBibTeX XMLCite \textit{D. Ruppert}, Statistics and data analysis for financial engineering. New York, NY: Springer (2011; Zbl 1281.62012) Full Text: DOI Link
Lai, Tze Leung; Xing, Haipeng Statistical models and methods for financial markets. (English) Zbl 1149.62086 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-0-387-77826-6/hbk). xx, 354 p. (2008). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 62P05 62M10 91G70 62-01 62G08 91B84 PDFBibTeX XMLCite \textit{T. L. Lai} and \textit{H. Xing}, Statistical models and methods for financial markets. New York, NY: Springer (2008; Zbl 1149.62086)
Longford, Nicholas T. Studying human populations. An advanced course in statistics. (English) Zbl 1241.62180 Springer Texts in Statistics. New York, NY: Springer (ISBN 978-0-387-98735-4/hbk). xvi, 474 p. (2008). MSC: 62P25 62-01 62-02 91D20 PDFBibTeX XMLCite \textit{N. T. Longford}, Studying human populations. An advanced course in statistics. New York, NY: Springer (2008; Zbl 1241.62180)
Ruppert, David Statistics and finance. An introduction. (English) Zbl 1049.91083 Springer Texts in Statistics. New York, NY: Springer (ISBN 0-387-20270-6/hbk). xxi, 473 p. (2004). Reviewer: Qin Lu (Easton) MSC: 91-01 91G70 91Gxx 62-01 62P05 PDFBibTeX XMLCite \textit{D. Ruppert}, Statistics and finance. An introduction. New York, NY: Springer (2004; Zbl 1049.91083)
Carmona, René A. Statistical analysis of financial data in S-Plus. (English) Zbl 1055.62112 Springer Texts in Statistics. New York, NY: Springer (ISBN 0-387-20286-2/hbk; 978-1-4419-1908-3/pbk). xvi, 451 p. (2004). Reviewer: Pedro A. Morettin (São Paulo) MSC: 62P05 62-04 62-01 91B28 PDFBibTeX XMLCite \textit{R. A. Carmona}, Statistical analysis of financial data in S-Plus. New York, NY: Springer (2004; Zbl 1055.62112)