Stochastic Processes - Inference Theory

DOI10.1007/978-3-319-12172-7zbMath1341.62036OpenAlexW2109588228MaRDI QIDQ2932597

M. M. Rao

Publication date: 2 December 2014

Published in: Springer Monographs in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12172-7

zbMATH Keywords

predictionsamplingfilteringspectral functionsnonparametric estimation

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62Mxx)

Related Items (3)

Limit theorems for deviation means of independent and identically distributed random variables ⋮ Statistical test for fractional Brownian motion based on detrending moving average algorithm ⋮ Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function

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