🎉   Please check out our new website over at books-etc.com.

Seller
Your price
£36.74
RRP: £89.99
Save £53.25 (59%)
Printed on Demand
Dispatched within 14-21 working days.

Stochastic Processes - Inference Theory

Springer Monographs in Mathematics

By (author) Malempati M. Rao
Format: Paperback / softback
Publisher: Springer International Publishing AG, Cham, Switzerland
Published: 23rd Aug 2016
Dimensions: w 156mm h 234mm d 35mm
Weight: 949g
ISBN-10: 3319374346
ISBN-13: 9783319374345
Barcode No: 9783319374345
Trade or Institutional customer? Contact us about large order quotes.
Synopsis
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.

New & Used

Seller Information Condition Price
-New£36.74
+ FREE UK P & P

What Reviewers Are Saying

Submit your review
Newspapers & Magazines
"A wonderful text with a very high pedagogical and scientific quality, on inference theory in stochastic processes, important for researchers in probability theory, mathematical statistics and electrical and information theory." (Prof. Dr. Manuel Alberto M. Ferreira, Acta Scientiae et Intellectus, Vol. 2 (1), 2016)

"This book is the revised and enlarged edition of the author's original text ... . The book is well written and will be of interest for researchers in probability theory and mathematical statistics." (N. G. Gamkrelidze, zbMATH 1341.62036, 2016)