Springer Monographs in Mathematics

Stochastic Processes - Inference Theory

Authors: Rao, Malempati M.

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  • Provides a rigorous introduction to stochastic analysis and inference theory
  • Enriches understanding of nontrivial statistical inference problems on stochastic processes
  • Gives inside in Kalman filter analysis and recent discussions on Ridge regressions and related theory
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eBook $109.00
price for USA in USD
  • ISBN 978-3-319-12172-7
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  • Immediate eBook download after purchase and usable on all devices
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Hardcover $139.99
price for USA in USD
Softcover $149.00
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About this book

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.

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)


Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $109.00
price for USA in USD
  • ISBN 978-3-319-12172-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • Immediate eBook download after purchase and usable on all devices
  • Bulk discounts available
Hardcover $139.99
price for USA in USD
Softcover $149.00
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Processes - Inference Theory
Authors
Series Title
Springer Monographs in Mathematics
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-12172-7
DOI
10.1007/978-3-319-12172-7
Hardcover ISBN
978-3-319-12171-0
Softcover ISBN
978-3-319-37434-5
Series ISSN
1439-7382
Edition Number
2
Number of Pages
XVII, 669
Additional Information
Originally published as volume 508 in the series: Mathematics and Its Applications
Topics