Stochastic Processes

  • Jiming JiangEmail author
Part of the Springer Texts in Statistics book series (STS, volume 0)


A stochastic process may be understood as a continuous-time series or as an extension of the time series that includes both discrete-time and continuous-time series. In this chapter we discuss a few well-known stochastic processes, which in a certain sense define the term stochastic processes. These include both discrete-time and continuous-time processes that have not been previously discussed in details. Again, our focus is the limiting behaviors of these processes.


Markov Chain Brownian Motion Poisson Process GARCH Model Interarrival Time 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of CaliforniaDavisUSA

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