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.
| ISBN: | 9783319374345 |
| Publication date: | 23rd August 2016 |
| Author: | Malempati M Rao |
| Publisher: | Springer an imprint of Springer International Publishing |
| Format: | Paperback |
| Pagination: | 669 pages |
| Series: | Springer Monographs in Mathematics |
| Genres: |
Probability and statistics Functional analysis and transforms Integral calculus and equations Stochastics Applied mathematics |
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.
Stochastic Processes - Inference Theory features in the following genres: Probability and statistics, Functional analysis and transforms, Integral calculus and equations, Stochastics, Applied mathematics
Stochastic Processes - Inference Theory is available in Paperback, Hardback
Stochastic Processes - Inference Theory was written by Malempati M Rao and published by Springer an imprint of Springer International Publishing
Stochastic Processes - Inference Theory has 669 pages
Yes it is part of Springer Monographs in Mathematics series