Stochastic processes: inference theory
Auteur :
Rao, M. M.
Éditeur :
Rao, M. M.
ISBN :
9780792363248
Date de publication :
1 mai 2000
Dimensions :
23,4 x 15,6 x 3,6 cm
Poids :
1105 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Presents a complete mathematical treatment of classical inference theory (Neyman-Pearson, Fisher, and Wald) from the point of using it in stochastic processes, including some generalizations. This book includes an analysis of likelihood ratios for both Gaussian and several other classes (infinitely divisible, jump Markov, diffusion and additive).