Overview
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.
Full Product Details
Author: Malempati M. Rao
Publisher: Springer-Verlag New York Inc.
Imprint: Springer-Verlag New York Inc.
Edition: Softcover reprint of hardcover 1st ed. 2000
Volume: 508
Dimensions:
Width: 15.50cm
, Height: 4.10cm
, Length: 23.50cm
Weight: 1.127kg
ISBN: 9781441948328
ISBN 10: 1441948325
Pages: 645
Publication Date: 08 December 2010
Audience:
Professional and scholarly
,
Professional & Vocational
Replaced By: 9783319121710
Format: Paperback
Publisher's Status: Active
Availability: Out of stock
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Reviews
'This is an impressive book ... of high mathematical quality and is written in a format with theorems and proofs. Each chapter ends with bibliographical notes, complements and exercises. The latter make the book also interesting for teaching graduate courses.' Publication of the International Statistical Institute 'Overall, the topics included cover a broad spectrum of processes and inference methods in a fairly comprehensive manner and in depth. The book is highly recommended reading.' Mathematical Reviews, 2002b
'This is an impressive book ... of high mathematical quality and is written in a format with theorems and proofs. Each chapter ends with bibliographical notes, complements and exercises. The latter make the book also interesting for teaching graduate courses.' Publication of the International Statistical Institute 'Overall, the topics included cover a broad spectrum of processes and inference methods in a fairly comprehensive manner and in depth. The book is highly recommended reading.' Mathematical Reviews, 2002b
`This is an impressive book ... of high mathematical quality and is written in a format with theorems and proofs. Each chapter ends with bibliographical notes, complements and exercises. The latter make the book also interesting for teaching graduate courses.' Publication of the International Statistical Institute `Overall, the topics included cover a broad spectrum of processes and inference methods in a fairly comprehensive manner and in depth. The book is highly recommended reading.' Mathematical Reviews, 2002b
