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Book Cover
E-book
Author Rao, M. M. (Malempati Madhusudana), 1929- author.

Title Stochastic processes : inference theory / Malempati M. Rao
Edition Second edition
Published Cham : Springer, [2014]
©2014

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Description 1 online resource (xvii, 669 pages)
Series Springer monographs in mathematics
Springer monographs in mathematics.
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
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
Bibliography Includes bibliographical references and indexes
Notes English
Online resource; title from PDF title page (SpringerLink, viewed November 17, 2014)
Subject Stochastic processes.
Mathematical statistics.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Mathematical statistics
Stochastic processes
Stochastische processen.
Genre/Form Interferenz (Stochastik)
Form Electronic book
ISBN 9783319121727
3319121723