A Course in Stochastic Processes: Stochastic Models and Statistical Inference

This text is an Elementary Introduction to Shastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Shastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of shastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several ...