DasGupta Anirban. Asymptotic Theory of Statistics and Probability

Springer, 2011. — 657 pages — ISBN: 1441996338, 9781441996336 This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in an extremely accessible style, with elaborate motivating discussions and numerous worked out...

4th Edition. — Addison Wesley, 2011. — 911 p. The revision of this well-respected text presents a balanced approach of the classical and Bayesian methods and now includes a chapter on simulation (including Markov chain Monte Carlo and the Bootstrap), coverage of residual analysis in linear models, and many examples using real data. Calculus is assumed as a prerequisite, and a...

Cambridge University Press, 2012. — 812 p. Together with the fundamentals of probability, random processes, and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation,...

Berlin, Springer-Verlag, 2005. — 764 p. — ISBN: 3-540-40172-5. Монография посвящена многомерному анализу временных рядов. Рассмотрены векторные авторегрессии конечного и бесконечного порядка, коинтегрированные процессы, структурные модели и одновременные уравнения и некоторые другие вопросы. Для научных работников и аспирантов в области математической статистики и теории...

Massachusetts Institute of Technology, 2012. — 1067 p. — ISBN: 0262018020, 978-0262018029. Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive...

Cambridge University Press, 2000. — 462 p. — (Cambridge Series in Statistical and Probabilistic Mathematics). — ISBN: 0521784506, 9780521784504 Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course-likelihood inference, M-estimation, the theory of asymptotic...