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Stochastic Processes - Inference Theory
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 s...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Edición: | 2nd ed. 2014. |
| Colección: | Springer Monographs in Mathematics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.