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Stochastic Processes - Inference Theory / by Malempati M. Rao.
Springer Nature - Springer Mathematics and Statistics (R0) eBooks 2014 English International Available online
View online- Format:
- Book
- Author/Creator:
- Rao, Malempati M., Author.
- Series:
- Springer Monographs in Mathematics, 1439-7382
- Language:
- English
- Subjects (All):
- Probabilities.
- Statistics.
- Measure theory.
- Fourier analysis.
- Applied mathematics.
- Engineering mathematics.
- Probability Theory and Stochastic Processes.
- Statistics, general.
- Measure and Integration.
- Fourier Analysis.
- Applications of Mathematics.
- Local Subjects:
- Probability Theory and Stochastic Processes.
- Statistics, general.
- Measure and Integration.
- Fourier Analysis.
- Applications of Mathematics.
- Physical Description:
- 1 online resource (685 p.)
- Edition:
- 2nd ed. 2014.
- Place of Publication:
- Cham : Springer International Publishing : Imprint: Springer, 2014.
- Language Note:
- English
- Summary:
- This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
- Contents:
- 1.Introduction and Preliminaries
- 2.Some Principles of Hypothesis Testing
- 3.Parameter Estimation and Asymptotics
- 4.Inferences for Classes of Processes
- 5.Likelihood Ratios for Processes
- 6.Sampling Methods for Processes
- 7.More on Stochastic Inference
- 8.Prediction and Filtering of Processes
- 9.Nonparametric Estimation for Processes
- Bibliography
- Index.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 3-319-12172-3
- OCLC:
- 899000308
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