Mendeley出力
＜電子ブック＞
Stochastic Processes - Inference Theory
| 責任表示 | |
|---|---|
| 著者 | |
| 版 | |
| 本文言語 | |
| 出版者 | |
| 出版年 | |
| 出版地 | |
| 関連情報 | |
| 概要 | 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.続きを見る |
| 目次 | 1.Introduction and Preliminaries 2.Some Principles of Hypothesis Testing 3.Parameter Estimation and Asymptotics 4.Inferences for Classes of Processes 5.Likelihood Ratios for Processes 6.Sampling Methods for Processes 7.More on Stochastic Inference 8.Prediction and Filtering of Processes 9.Nonparametric Estimation for Processes Bibliography Index.続きを見る |
| 冊子版へのリンク | http://hdl.handle.net/2324/1001553773 |
| 本文を見る | Full text available from Springer Mathematics and Statistics eBooks 2014 English/International |
詳細
| レコードID | |
|---|---|
| 主題 | |
| SSID | |
| eISBN | |
| 登録日 | 2020.06.27 |
| 更新日 | 2020.06.28 |