
Stochastic Processes - Inference Theory
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 appli...
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 appli...