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Stochastic Processes: Inference Theory - Mathematics and Its Applications M. M. Rao 2000 edition
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Stochastic Processes: Inference Theory - Mathematics and Its Applications
M. M. Rao
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).
645 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 31, 2000 |
| ISBN13 | 9780792363248 |
| Publishers | Kluwer Academic Publishers |
| Pages | 645 |
| Dimensions | 156 × 234 × 36 mm · 1.10 kg |
| Language | English |
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