Stochastic Processes - Inference Theory

by M.M. Rao

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.

688 pages, Paperback

First published May 31, 2000

About the author

Full name: Malempati M. Rao