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Stochastic Processes - Inference Theory - Rao, Malempati M
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This is the revised and enlarged 2nd edition of the authors' original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference ...

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Stochastic Processes - Inference Theory 2016, Springer, Cham

ISBN-13: 9783319374345

2nd Softcover Reprint of the Original 2nd 2014 edition

Trade paperback

Stochastic Processes - Inference Theory 2014, Springer, Cham

ISBN-13: 9783319121710

2nd 2014 edition

Hardcover