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
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Malempati M. Rao
Stochastic Processes – Inference Theory Second Edition
Springer Monographs in Mathematics
More information about this series at http://www.springer.com/series/3733
Malempati M. Rao
Stochastic Processes – Inference Theory Second Edition
Malempati M. Rao Department of Mathematics University of California Riverside, CA, USA
ISSN 1439-7382 ISSN 2196-9922 (electronic) ISBN 978-3-319-12171-0 ISBN 978-3-319-12172-7 (eBook) DOI 10.1007/978-3-319-12172-7 Springer Cham Heidelberg New York Dordrecht London Library of Congress Control Number: 2014953897 Mathematics Subject Classification (2010): 60Gxx, 60H05, 60H30, 60J25, 62J02, 62MXX 1st Edition: © Kluwer Academic Publishers 2000 2nd Edition: © Springer International Publishing Switzerland 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publishers’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the process respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
To Professors
Ulf Grenander and Tom S. Pitcher whose fundamental and deep contributions shaped stochastic inference
Preface to the Second Edition
This new edition of ‘Stochastic Inference’ preserves the treatment of the orignal format as detailed in preface of this book, which is appended, but contains the following new material. After making the few typographical corrections, noted earlier, the main new addition, given in reasonable detail, is th
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