Stochastic Processes - Inference Theory / / by Malempati M. Rao
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| Autore: |
Rao Malempati M
|
| Titolo: |
Stochastic Processes - Inference Theory / / by Malempati M. Rao
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Edizione: | 2nd ed. 2014. |
| Descrizione fisica: | 1 online resource (685 p.) |
| Disciplina: | 519.23 |
| Soggetto topico: | 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 | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Stochastic processes-Inference theory |
| ISBN: | 3-319-12172-3 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910299974303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Springer Monographs in Mathematics, . 1439-7382