Statistical Interference for Stochastic Processes: Theory and Methods - Rilegato

Libro 12 di 30: Probability and Mathematical Statistics

Basawa, Ishwar

 
9780120802500: Statistical Interference for Stochastic Processes: Theory and Methods

Sinossi

Statistical Inference Stochastic Processes provides information pertinent to the theory of stochastic processes. This book discusses stochastic models that are increasingly used in scientific research and describes some of their applications. Organized into three parts encompassing 12 chapters, this book begins with an overview of the basic concepts and procedures of statistical inference. This text then explains the inference problems for Galton–Watson process for discrete time and Markov-branching processes for continuous time. Other chapters consider problems of prediction, filtering, and parameter estimation for some simple discrete-time linear stochastic processes. This book discusses as well the ergodic type chains with finite and countable state-spaces and describes some results on birth and death processes that are of a non-ergodic type. The final chapter deals with inference procedures for stochastic processes through sequential procedures. This book is a valuable resource for graduate students.

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9781493307296: Statistical Inferences for Stochasic Processes: Theory and Methods

Edizione in evidenza

ISBN 10:  1493307290 ISBN 13:  9781493307296
Casa editrice: Academic Press, 2014
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