TY  - BOOK
AU  - Rao,Malempati M.
ED  - SpringerLink (Online service)
TI  - Stochastic Processes - Inference Theory
T2  - Springer Monographs in Mathematics,
SN  - 9783319121727
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2014///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Mathematics
KW  - Fourier analysis
KW  - Measure theory
KW  - Applied mathematics
KW  - Engineering mathematics
KW  - Probabilities
KW  - Statistics
KW  - Probability Theory and Stochastic Processes
KW  - Statistics, general
KW  - Measure and Integration
KW  - Fourier Analysis
KW  - Applications of Mathematics
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-319-12172-7
ER  -