Stochastic Processes - Inference Theory

DOI10.1007/978-3-319-12172-7MaRDI QIDQ2932597zbMATH OpenOpenAlexFDO

Authors Malempati M. Rao

Publication date 2 December 2014

Published in Springer Monographs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-12172-7

zbMATH Keywords

filteringnonparametric estimationpredictionsamplingspectral functions

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62Mxx)

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(20)

• Statistical test for fractional Brownian motion based on detrending moving average algorithm
• Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function
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• Inference in stochastic processes
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