Linear Stochastic Systems with Constant Coefficients - A Statistical Approach

Case studies, problems and their statistical investigation.- Elementary Gaussian processes.- The maximum likelihood estimators and their distributions in the one dimensional case.- The multi-dimensional processes.

List of contents

Case studies, problems and their statistical investigation.- Elementary Gaussian processes.- The maximum likelihood estimators and their distributions in the one dimensional case.- The multi-dimensional processes.

Product details

• Authors: M Arato, M. Arato
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 15.10.2013
• EAN: 9783540120902
• ISBN: 978-3-540-12090-2
• No. of pages: 311
• Weight: 560 g
• Illustrations: IX, 311 p. 1 illus.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics