Stochastic Processes - Inference Theory formatIsbn:Softcover - 9783319374345 August 26-30

August 26-30

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Stochastic Processes - Inference Theory formatIsbn:Softcover - 9783319374345 August 26-30This 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