Structural and Statistical Problems for a Class of Stochastic Processes

Name: Structural and Statistical Problems for a Class of Stochastic Processes
Brand: Princeton University Press
Price: 117.75 AUD

The First Samuel Stanley Wilks Lecture at Princeton University, March 7, 1970

By: Harald Cramer

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Paperback | 21 March 2017

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32 Pages

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23.4 x 15.2 x 0.4

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Professor Cramer, author of the pivotal Mathematical Methods of Statistics (1946), examines problems in the theory of stochastic processes that can be considered as generalizations of problems in the classical theory of statistical inference. He discusses first the representation formula and then treats its application to the multiplicity problem, classes of processes with multiplicity N= 1, normal or Gaussian processes. He concludes with a discussion of problems of estimation for a normal process. A distinguished mathematician, Harald Cramer has been President of the University of Stockholm and Chancellor of the Swedish Universities. He is a member of many professional societies, including the Royal Swedish Academy of Science and the American Academy of Arts and Sciences.

Originally published in 1971.

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