Gray B. Stochastic Statistics and Modeling 2022

Textbook in PDF format

Just as the probability theory is regarded as the study of mathematical models of random phenomena, the theory of stochastic processes plays an important role in the investigation of random phenomena depending on time. This book deals with an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning