Książka Stochastic Processes - Inference Theory Malempati M. Rao

Stochastic Processes - Inference Theory

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
431.97
This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2016
strony
669
EAN
9783319374345
ISBN
3319374346
Enbook ID
13633596
Waga
947
Wymiary
155 x 235 x 39

Pełny opis

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.§

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