Stochastic Processes - Inference Theory

by Malempati M. Rao

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 3319121715
• ISBN13: 9783319121710
• Release Date: December 2014
• Publisher: Springer
• Length: 669 Pages
• Weight: 2.49 lbs.
• Dimensions: 1.4" x 6.1" x 9.2"