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010   $a3-319-12172-3
024 7 $a10.1007/978-3-319-12172-7
035   $a(CKB)3710000000305317
035   $a(EBL)1967806
035   $a(OCoLC)899000308
035   $a(SSID)ssj0001386794
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035   $a(DE-He213)978-3-319-12172-7
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035   $a(EXLCZ)993710000000305317
100   $a20141114d2014      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aStochastic Processes - Inference Theory /$fby Malempati M. Rao
205   $a2nd ed. 2014.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014.
215   $a1 online resource (685 p.)
225 1 $aSpringer Monographs in Mathematics,$x1439-7382
300   $aDescription based upon print version of record.
311   $a3-319-12171-5 
320   $aIncludes bibliographical references and index.
327   $a1.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.
330   $aThis is the revised and enlarged 2nd edition of the authors? original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
410  0$aSpringer Monographs in Mathematics,$x1439-7382
606   $aProbabilities
606   $aStatistics
606   $aMeasure theory
606   $aFourier analysis
606   $aApplied mathematics
606   $aEngineering mathematics
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aStatistics, general$3https://scigraph.springernature.com/ontologies/product-market-codes/S0000X
606   $aMeasure and Integration$3https://scigraph.springernature.com/ontologies/product-market-codes/M12120
606   $aFourier Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M12058
606   $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003
615  0$aProbabilities.
615  0$aStatistics.
615  0$aMeasure theory.
615  0$aFourier analysis.
615  0$aApplied mathematics.
615  0$aEngineering mathematics.
615 14$aProbability Theory and Stochastic Processes.
615 24$aStatistics, general.
615 24$aMeasure and Integration.
615 24$aFourier Analysis.
615 24$aApplications of Mathematics.
676   $a519.23
700   $aRao$b Malempati M$4aut$4http://id.loc.gov/vocabulary/relators/aut$0726217
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910299974303321
996   $aStochastic processes-Inference theory$91409928
997   $aUNINA