an:03850256
Zbl 0535.62004
Dacunha-Castelle, Didier; Duflo, Marie
Probabilit??s et statistiques. Tome 2: Probl??mes ?? temps mobile
FR
Collection Math??matiques Appliqu??es pour la Ma??trise. Paris etc.: Masson. XIV, 286 p. FF 138.00 (1983).
1983
b
62-01 60-01 60G07 62M05 62M02 62M10
optimal stopping; sequential analysis
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.
L.Weiss
Zbl 0535.62003