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Record Nr. |
UNINA9910299974303321 |
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Autore |
Rao Malempati M |
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Titolo |
Stochastic Processes - Inference Theory / / by Malempati M. Rao |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
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ISBN |
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Edizione |
[2nd ed. 2014.] |
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Descrizione fisica |
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1 online resource (685 p.) |
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Collana |
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Springer Monographs in Mathematics, , 1439-7382 |
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Disciplina |
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Soggetti |
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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 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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 |
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