Stochastic Processes - Inference Theory

• Main Author: Rao, Malempati M. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Edition: 2nd ed. 2014.
• Series: Springer Monographs in Mathematics,
• Subjects: Mathematics.; Fourier analysis.; Measure theory.; Applied mathematics.; Engineering mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics, general.; Measure and Integration.; Fourier Analysis.; Applications of Mathematics.

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 stocha...

Table of Contents:

• 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.