Reference Text Blog

Probability, Statistics, and Time Series

P. Billingsley, Probability and Measure, Wiley, 3rd edition, 1995
W. Feller, An Introduction to Probability Theory and Applications I, II, Wiley
J. Jacod and P. Protter, Probability Essentials, Springer, 2003
A. Papoulis, Probability, Random Variables, and Stochastic Processes
S. Ross, A First Course in Probability, Prentice Hall, 2001