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Bibliographic Details

Title: Statistical Inference for Stochastic Processes (PROBABILITY AND MATHEMATICAL STATISTICS)
Publisher: Academic Press
Publication Date: 1980
Language: English
ISBN 10: 0120802503
ISBN 13: 9780120802500
Binding: Hardcover
Condition: Fine

About this title

Synopsis

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.

About the Authors

Emeritus Professor, Department of Statistics, University of Georgia, Athens, GA, USA

B.L.S. Prakasa Rao Ph.D, FNA, FASc, FNASc, FAPAS is Professor Emeritus and former Director, Indian Statistical Institute, University of Hyderabad Campus, Hyderabad, India

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