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Stochastic Processes - Inference Theory by Malempati M. Rao
Stochastic Processes - Inference Theory by Malempati M. Rao
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Stochastic Processes - Inference Theory

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Description

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.
Release date NZ
August 23rd, 2016
Pages
669
Edition
Softcover reprint of the original 2nd ed. 2014
Audience
  • Professional & Vocational
Illustrations
XVII, 669 p. With XII, 638.
Dimensions
155x235x35
ISBN-13
9783319374345
Product ID
25688688

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