Overview
This volume presents a mathematical treatment of classical inference theory (Neyman-Pearson, Fisher and Wald) from the perspective of using it in stochastic processes, including some generalizations. It includes analysis of likelihood ratios for both Gaussian and several other classes (infinitely divisible, jump Markov, diffusion and additive). Both linear and non-linear filtering (also for general non-quadratic 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 also included. The text is designed to be useful to researchers and graduate students working in mathematics, statistics, and systems and communication engineering.
Full Product Details
Author: Malempati M. Rao
Publisher: Springer
Imprint: Springer
Edition: 2000 ed.
Volume: 508
Dimensions:
Width: 15.60cm
, Height: 3.60cm
, Length: 23.40cm
Weight: 2.440kg
ISBN: 9780792363248
ISBN 10: 0792363248
Pages: 645
Publication Date: 31 May 2000
Audience:
College/higher education
,
Professional and scholarly
,
Postgraduate, Research & Scholarly
,
Professional & Vocational
Replaced By: 9783319121710
Format: Hardback
Publisher's Status: Active
Availability: In Print
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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
