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Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 01423256
Price: 80968 HUF
Availability: InStock
Author: Malempati M. Rao
ISBN: 9781441948328

Inference Theory

Malempati M. Rao

Language

English

Book Paperback

Libristo code: 01423256

Publishers Springer, Berlin, November 2009

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

Libristo code: 01423256

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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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About the book

Full name Stochastic Processes

Author Malempati M. Rao

Language

English

Binding Book - Paperback

Date of issue 2010

Number of pages 645

EAN 9781441948328

Libristo code 01423256

Publishers Springer, Berlin

Weight 988

Dimensions 160 x 240 x 41

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