《随机过程统计》封面

随机过程统计

Statistics of random processes

Robert Shevilevich Lipt︠s︡er · 初版 1977 年

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Hacker News 上怎么说

  • …那方面的书多得是。还可以多深入一些随机过程,比如 Ioannis Karatzas 和 Steven E. Shreve 的《Brownian Motion and Stochastic Calculus》。R. S. Lipster 和 A. N. Shiryayev 的《Statistics of Random Processes》。Ronald K. Getoor 的《Markov Processes and Potential Theory》。这些资料都问世几十年了。有了这些底子,完全可以对华尔街风格投资中的一些课题做高水准的剖析,…

    …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,…

  • …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.\ \ 但是,如果从纯数学角度深入研究,统计学需要一些相当高阶的先修知识,奇怪的是其中有些在美国大学里并不受重视…

    …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…

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