Stochastic processes : inference theory / Malempati M. Rao.
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 stocha...
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Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
[2014]
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| Edition: | Second edition. |
| Series: | Springer monographs in mathematics.
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| Subjects: |
Table of 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.