Stochastic processes - inference theory / Malempati M. Rao.
Material type:
TextSeries: Springer monographs in mathematicsPublication details: Switzerland : Springer, 2014.Edition: 2nd edDescription: xvii, 669 p. ; 24 cmISBN: - 9783319121710 (hard cover : alk. paper)
- 519.23 23 R215
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.23 R215 (Browse shelf(Opens below)) | Available | 136206 |
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| 519.23 R215 Course on applied stochastic processes | 519.23 R215 Course on applied stochastic processes | 519.23 R215 Course on applied stochastic processes | 519.23 R215 Stochastic processes - inference theory / | 519.23 R225 Gaussian processes for machine learning | 519.23 R585 Stochastic service systems | 519.23 R585 Stochastic service systems |
Includes bibliographical references and indexes.
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 --
Indexes.
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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