Structural and Statistical Problems for a Class of Stochastic Processes S. S. Wilks memorial Lecture March 17, 1970

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 tr...

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Bibliographic Details
Main Author: Cramér, Harald
Format: eBook
Language:English
Published: Princeton, New Jersey Princeton University Press 2017, ©1971
Series:Princeton Legacy Library
Subjects:
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Collection: DeGruyter MPG Collection - Collection details see MPG.ReNa
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Summary: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.
Physical Description:30 pages
ISBN:978-1-4008-8586-2