Stochastic Processes

A mathematical treatment of classical inference theory (Neyman-Pearson, Fisher and Wald) designed to be used in stochastic processes, such as generalizations. I... » 

A mathematical treatment of classical inference theory (Neyman-Pearson, Fisher and Wald) designed to be used in stochastic processes, such as generalizations. It includes analysis of likelihood ratios for Gaussian and other classes (infinitely divisible, jump Markov, diffusion and additive). «