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Stochastic Processes - Inference Theory by Malempati M. Rao (Hardcover, 2014)

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About this product

Product Information

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.

Product Identifiers

PublisherSpringer International Publishing A&G

ISBN-139783319121710

eBay Product ID (ePID)213295469

Product Key Features

Number of Pages669 Pages

LanguageEnglish

Publication NameStochastic Processes-Inference Theory

Publication Year2014

SubjectMathematics

TypeTextbook

AuthorMalempati M. Rao

SeriesSpringer Monographs in Mathematics

FormatHardcover

Dimensions

Item Height235 mm

Item Width155 mm

Additional Product Features

Country/Region of ManufactureSwitzerland

Title_AuthorMalempati M. Rao