Overview

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.

Full Product Details

9783319121710

Table of Contents

Reviews

“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)

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)

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)

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)

Author Information

Tab Content 6

Customer Reviews

Recent Reviews

Countries Available