Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications) - Tapa blanda

Rao, Malempati M. M.

 
9781441948328: Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications)
Tapa blanda
ISBN 10: 1441948325 ISBN 13: 9781441948328
Editorial: Springer, 2010

Sinopsis

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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Críticas

`This is an impressive book ... of high mathematical quality and is written in a format with theorems and proofs. Each chapter ends with bibliographical notes, complements and exercises. The latter make the book also interesting for teaching graduate courses.'
Publication of the International Statistical Institute
`Overall, the topics included cover a broad spectrum of processes and inference methods in a fairly comprehensive manner and in depth. The book is highly recommended reading.'
Mathematical Reviews, 2002b

Reseña del editor

The material accumulated and presented in this volume can be ex­ plained easily. At the start of my graduate studies in the early 1950s, I Grenander's (1950) thesis, and was much attracted to the came across entire subject considered there. I then began preparing for the neces­ sary mathematics to appreciate and possibly make some contributions to the area. Thus after a decade of learning and some publications on the way, I wanted to write a modest monograph complementing Grenander's fundamental memoir. So I took a sabbatical leave from my teaching position at the Carnegie-Mellon University, encouraged by an Air Force Grant for the purpose, and followed by a couple of years more learning opportunity at the Institute for Advanced Study to complete the project. As I progressed, the plan grew larger needing a substantial background material which was made into an independent initial volume in (1979). In its preface I said: "My intension was to present the following material as the first part of a book treating the In­ ference Theory of stochastic processes, but the latter account has now receded to a distant future," namely for two more decades! Meanwhile, a much enlarged second edition of that early work has appeared (1995), and now I am able to present the main part of the original plan.

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Editorial
Springer
Año de publicación
2010
Idioma
Inglés
ISBN 10 
1441948325
ISBN 13 
9781441948328
Encuadernación
Tapa blanda
Número de páginas
664
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9780792363248: Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications, 508)

Edición Destacada

ISBN 10:  0792363248 ISBN 13:  9780792363248
Editorial: Springer, 2000
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