Rao | Stochastic Processes | E-Book | sack.de
E-Book

E-Book, Englisch, Band 508, 645 Seiten, eBook

Reihe: Mathematics and Its Applications

Rao Stochastic Processes

Inference Theory
Erscheinungsjahr 2013
ISBN: 978-1-4757-6596-0
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

Inference Theory

E-Book, Englisch, Band 508, 645 Seiten, eBook

Reihe: Mathematics and Its Applications

ISBN: 978-1-4757-6596-0
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark



The material accumulated and presented in this volume can be ex plained easily. At the start of my graduate studies in the early 1950s, I Grenander's (1950) thesis, and was much attracted to the came across entire subject considered there. I then began preparing for the neces sary mathematics to appreciate and possibly make some contributions to the area. Thus after a decade of learning and some publications on the way, I wanted to write a modest monograph complementing Grenander's fundamental memoir. So I took a sabbatical leave from my teaching position at the Carnegie-Mellon University, encouraged by an Air Force Grant for the purpose, and followed by a couple of years more learning opportunity at the Institute for Advanced Study to complete the project. As I progressed, the plan grew larger needing a substantial background material which was made into an independent initial volume in (1979). In its preface I said: "My intension was to present the following material as the first part of a book treating the In ference Theory of stochastic processes, but the latter account has now receded to a distant future," namely for two more decades! Meanwhile, a much enlarged second edition of that early work has appeared (1995), and now I am able to present the main part of the original plan.

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I: Introduction and Preliminaries.- II: Some Principles of Hypothesis Testing.- III: Parameter Estimation and Asymptotics.- IV: Inferences for Classes of Processes.- V: Likelihood Ratios for Processes.- VI: Sampling Methods for Processes.- VII: More on Stochastic Inference.- VIII: Prediction and Filtering of Processes.- IX: Nonparametric Estimation for Processes.- Notation index.- Author index.



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