Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9780792363248
Price: 1201.96 RON
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Inference Theory

Autor: M. M. Rao

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Legare: Copertă tare

Editura: Springer, Berlin

Disponibilitate: În depozitul extern

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This book presents a complete mathematical treatment of classical inference theory (Neyman-Pearson,...

Informații despre carte

Autor

M. M. Rao

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2000

Pagini

645

EAN

9780792363248

ISBN

0792363248

Enbook ID

01396403

Editura

Springer, Berlin

Greutate

1107

Dimensiuni

160 x 240 x 36

Descriere completă

This book presents a complete mathematical treatment of classical inference theory (Neyman-Pearson, Fisher, and Wald) from the point of using it in stochastic processes, including some generalizations. It includes detailed analysis of likelihood ratios for both Gaussian and several other classes (infinitely divisible, jump Markov, diffusion and additive). Both linear and nonlinear filtering (also for general nonquadratic criteria) are treated. The corresponding Kalman-Bucy filters for continuous parameter processes are presented. Consistency and limit distributions of estimations of biospectral densities of harmonizable processes are given. Audience: Researchers and graduate students working in mathematics, statistics, and systems and communication engineering.

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Stochastic Processes

Inference Theory

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