Stochastic Processes - Inference Theory

Name: Stochastic Processes - Inference Theory
Brand: Springer International Publishing AG
SKU: 9783319374345
Price: 552.42 RON
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Autor: Malempati M. Rao

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Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

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552.42 lei

This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be...

Informații despre carte

Autor

Malempati M. Rao

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2016

Pagini

669

EAN

9783319374345

ISBN

3319374346

Enbook ID

13633596

Editura

Springer International Publishing AG

Greutate

947

Dimensiuni

155 x 235 x 39

Descriere completă

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.§

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