£151.20

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£151 today · all-time low £148 (Jul 2026) · usually the usual

Springer Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications)

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£174.68 £145.06 £151.52 £157.98 £164.45 £170.91 £177.37 26 July 2026 08 August 2026 22 August 2026 05 September 2026 19 September 2026
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Description

This book 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. It includes detailed analysis of likelihood ratios for both Gaussian and several other classes (infinitely divisible, jump Markov, diffusion and additive). Both linear and nonlinear filtering (also for general nonquadratic criteria) are treated. The corresponding Kalman-Bucy filters for continuous parameter processes are presented. Consistency and limit distributions of estimations of biospectral densities of harmonizable processes are given. Audience: Researchers and graduate students working in mathematics, statistics, and systems and communication engineering.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
08 December 2010
Listed Since
06 July 2010

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