Stochastic Processes - Inference Theory

Name: Stochastic Processes - Inference Theory
Brand: Springer International Publishing AG
SKU: 9783319121710
Price: 1384 CZK
Availability: InStock

Autor: Malempati M. Rao

Jazyk:

Vazba: Pevná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele

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1 384 Kč

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

Informace o knize

Autor

Malempati M. Rao

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2014

Stránek

669

EAN

9783319121710

ISBN

3319121715

Enbook ID

06841793

Vydavatel

Springer International Publishing AG

Hmotnost

1185

Rozměry

155 x 235 x 42

Kompletní popis

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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Stochastic Processes - Inference Theory

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