Stochastic Processes

Name: Stochastic Processes
Brand: Springer, Berlin
SKU: 9780792363248
Price: 241.46 EUR
Availability: InStock

Inference Theory

Автор: M. M. Rao

Език:

Корици: С твърди корици

Издател: Springer, Berlin

Наличност: Външен склад

Изпращаме след 10-18 дни

241.46 € 472.26 лв

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

Информация за книгата

Автор

M. M. Rao

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2000

страници

645

EAN

9780792363248

ISBN

0792363248

Enbook ID

01396403

Издател

Springer, Berlin

Теглоt

1107

Размери

160 x 240 x 36

Пълно описание

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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Stochastic Processes

Inference Theory

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