Stochastic Processes

Tomas Cipra ()
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Tomas Cipra: Charles University of Prague, Dept. of Statistics, Faculty of Mathematics and Physics

Chapter Chapter 30 in Financial and Insurance Formulas, 2010, pp 345-360 from Springer

Abstract: Abstract Chapter 30 deals with methodology of stochastic processes (see also time series in Chap. 31): 30.1. Classification and Basic Characteristics of Stochastic Processes, 30.2. Markov Chains, 30.3. Markov Processes, 30.4. Important Stochastic Processes, 30.5. Spectral Properties of Stochastic Processes.

Keywords: Discrete State; Periodic Component; Autocovariance Function; Stationary Stochastic Process; Closed Class (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2593-0_30

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DOI: 10.1007/978-3-7908-2593-0_30

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