Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9781441948328
Price: 5353 CZK
Availability: InStock

Inference Theory

Autor: Malempati M. Rao

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: U nakladatele na objednávku

Odesíláme za 17-27 dnů

5 353 Kč

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

Informace o knize

Autor

Malempati M. Rao

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

645

EAN

9781441948328

Enbook ID

01423256

Vydavatel

Springer, Berlin

Hmotnost

988

Rozměry

160 x 240 x 41

Kompletní popis

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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