<図書>
Statistical inference in stochastic processes
責任表示 | edited by N.U. Prabhu, I.V. Basawa |
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シリーズ | Probability, pure and applied ; 6 |
データ種別 | 図書 |
出版情報 | New York : M. Dekker , c1991 |
本文言語 | 英語 |
大きさ | viii, 276 p. : ill. ; 24 cm |
概要 | Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likel...hood methods for inference about parameters that determine the drift and the jump mechanism of a diffusion with jumps, introduces ways to estimate unknown additive trends present in the state and measurement process of a Kalman-Bucy linear system, and examines a class of additive processes that typically arise as stochastic integrals from S to t when both arguments are allowed to vary. Annotation copyrighted by Book News, Inc., Portland, OR続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | P 91/STAT/1 | 1991 |
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068222191001694 |
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書誌詳細
一般注記 | Includes bibliographical references and index |
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著者標目 | Prabhu, N. U. (Narahari Umanath), 1924- Basawa, Ishwar V |
件 名 | LCSH:Stochastic processes LCSH:Mathematical statistics |
分 類 | LCC:QA274.3 DC20:519.2 |
書誌ID | 1000030377 |
ISBN | 0824784170 |
NCID | BA11577411 |
巻冊次 | ISBN:0824784170 |
登録日 | 2009.09.10 |
更新日 | 2009.11.02 |