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Statistical Inference in Stochastic Processes, Hardcover by Prabhu, N. U. (EDT); Basawa, Ishwar V. (EDT), ISBN 0824784170, ISBN-13 9780824784171, Like New Used, Free shipping in the US
Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a diffusion with jumps, introduces ways to estimate unknown additive trends present in the state and measurement process of a Kalman-Bucy linear system, and examines a class of additive processes that typically arise as stochastic integrals from S to t when both arguments are allowed to vary. Annotation copyright Book News, Inc. Portland, Or.
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