Hi,
I am trying to read "Statistics of Random Processes I" by Lipster and Shiryaev. Reference: http://www.amazon.com/Statistics-Random-Processes-Robert-Liptser/dp/3540639292. I want to master this subject so that I am in a position to read and understand research papers on this topic with applications to finance. I have a background in statistics and financial engineering but it has been a stumbling and humbling experience so far given the gaps in my knowledge. I am looking for someone with expertize in this subject and with whom I can talk and discuss for an hour every week (over skype?). If you are someone trying to learn this subject as well, let me know and we can learn together and hopefully make better progress.
Please let me know if this is not the right forum for this post.
Best regards,
Pravin
I am trying to read "Statistics of Random Processes I" by Lipster and Shiryaev. Reference: http://www.amazon.com/Statistics-Random-Processes-Robert-Liptser/dp/3540639292. I want to master this subject so that I am in a position to read and understand research papers on this topic with applications to finance. I have a background in statistics and financial engineering but it has been a stumbling and humbling experience so far given the gaps in my knowledge. I am looking for someone with expertize in this subject and with whom I can talk and discuss for an hour every week (over skype?). If you are someone trying to learn this subject as well, let me know and we can learn together and hopefully make better progress.
Please let me know if this is not the right forum for this post.
Best regards,
Pravin