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Stochastic Processes - Inference Theory

Malempati M. Rao
Publisher: 
Springer
Publication Date: 
2014
Number of Pages: 
669
Format: 
Hardcover
Edition: 
2
Series: 
Springer Monographs in Mathematics
Price: 
149.00
ISBN: 
9783319121710
Category: 
Monograph
We do not plan to review this book.

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.