Stationary Stochastic Processes

5 credits

Reading list, Master's level, 1MS025

A revised version of the reading list is available.

Main group 1

  • Lindgren, Georg; Rootzén, Holger; Sandsten, Maria, Stationary Stochastic Processes, Lund, Avdelningen för matematisk statistik, Lunds tekniska högskola, 2009