书目名称 | Stochastic Processes - Inference Theory |
编辑 | Malempati M. Rao |
视频video | http://file.papertrans.cn/879/878106/878106.mp4 |
概述 | 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 a |
丛书名称 | Springer Monographs in Mathematics |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2014Latest edition |
关键词 | 60Gxx, 60H05, 60H30, 60J25, 62J02, 62MXX; Kalman filter analysis; Ridge regression; nontrivial statist |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-319-12172-7 |
isbn_softcover | 978-3-319-37434-5 |
isbn_ebook | 978-3-319-12172-7Series ISSN 1439-7382 Series E-ISSN 2196-9922 |
issn_series | 1439-7382 |
copyright | Springer International Publishing Switzerland 2014 |