Stochastic Processes - Inference Theory

  • Malempati M. Rao

Part of the Springer Monographs in Mathematics book series (SMM)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Malempati M. Rao
    Pages 1-18
  3. Malempati M. Rao
    Pages 19-72
  4. Malempati M. Rao
    Pages 73-131
  5. Malempati M. Rao
    Pages 133-222
  6. Malempati M. Rao
    Pages 223-338
  7. Malempati M. Rao
    Pages 339-406
  8. Malempati M. Rao
    Pages 407-488
  9. Malempati M. Rao
    Pages 489-580
  10. Malempati M. Rao
    Pages 581-623
  11. Back Matter
    Pages 625-669

About this book


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 applications, for example in econometrics.

The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.


60Gxx, 60H05, 60H30, 60J25, 62J02, 62MXX Kalman filter analysis Ridge regression nontrivial statistical inference stochastic inference

Authors and affiliations

  • Malempati M. Rao
    • 1
  1. 1.Department of MathematicsUniversity of CaliforniaRiversideUSA

Bibliographic information

  • DOI
  • Copyright Information Springer International Publishing Switzerland 2014
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-12171-0
  • Online ISBN 978-3-319-12172-7
  • Series Print ISSN 1439-7382
  • Series Online ISSN 2196-9922
  • Buy this book on publisher's site