04088nam 22007935 450 991029997430332120200706005516.03-319-12172-310.1007/978-3-319-12172-7(CKB)3710000000305317(EBL)1967806(OCoLC)899000308(SSID)ssj0001386794(PQKBManifestationID)11764681(PQKBTitleCode)TC0001386794(PQKBWorkID)11374561(PQKB)10674610(MiAaPQ)EBC1967806(DE-He213)978-3-319-12172-7(PPN)183095685(EXLCZ)99371000000030531720141114d2014 u| 0engur|n|---|||||txtccrStochastic Processes - Inference Theory /by Malempati M. Rao2nd ed. 2014.Cham :Springer International Publishing :Imprint: Springer,2014.1 online resource (685 p.)Springer Monographs in Mathematics,1439-7382Description based upon print version of record.3-319-12171-5 Includes bibliographical references and index.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.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.Springer Monographs in Mathematics,1439-7382ProbabilitiesStatisticsMeasure theoryFourier analysisApplied mathematicsEngineering mathematicsProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistics, generalhttps://scigraph.springernature.com/ontologies/product-market-codes/S0000XMeasure and Integrationhttps://scigraph.springernature.com/ontologies/product-market-codes/M12120Fourier Analysishttps://scigraph.springernature.com/ontologies/product-market-codes/M12058Applications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Probabilities.Statistics.Measure theory.Fourier analysis.Applied mathematics.Engineering mathematics.Probability Theory and Stochastic Processes.Statistics, general.Measure and Integration.Fourier Analysis.Applications of Mathematics.519.23Rao Malempati Mauthttp://id.loc.gov/vocabulary/relators/aut726217MiAaPQMiAaPQMiAaPQBOOK9910299974303321Stochastic processes-Inference theory1409928UNINA