Stochastic Processes - Inference Theory

Stochastic Processes - Inference Theory

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Nov 19, 2014 · English · Paperback (688 pages)
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Book Details

Format Paperback
Pages 688
Language English
Published Nov 19, 2014
Publisher Springer
ISBN-10 3319121731
ISBN-13 9783319121734

Description

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.
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