Stochastic processes [electronic resource] : inference theory / Malempati M. Rao.

Stochastic processes [electronic resource] : inference theory / Malempati M. Rao.

Second edition.

9783319121727 electronic book
3319121723 electronic book
9783319121710
3319121715

Cham : Springer, [2014]

©2014

English

1 online resource (xvii, 669 pages).

10.1007/978-3-319-12172-7 doi

QA274

519.2/3

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.

Includes bibliographical references and indexes.

Access limited to authorized users.

Online resource; title from PDF title page (SpringerLink, viewed November 17, 2014).

Springer monographs in mathematics.

Print version: 9783319121710

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