Download E-books Bayesian Spectrum Analysis and Parameter Estimation (Lecture Notes in Statistics) PDF

By G. Larry Bretthorst

This paintings is largely an intensive revision of my Ph.D. dissertation, [1J. It 1S basically a examine record at the software of chance concept to the parameter estimation challenge. the folks who might be drawn to this fabric are physicists, economists, and engineers who've to accommodate facts every day; accordingly, now we have incorporated loads of introductory and educational fabric. any individual with the identical of the math heritage required for the graduate­ point research of physics could be in a position to keep on with the cloth contained during this booklet, notwithstanding now not with no eIfort. From the time the dissertation was once written before (approximately 365 days) our figuring out of the parameter estimation challenge has replaced widely. we have now attempted to include what we've realized into this publication. i'm indebted to a couple of those that have aided me in getting ready this docu­ ment: Dr. C. Ray Smith, Steve Finney, Juana Sunchez, Matthew Self, and Dr. Pat Gibbons who acted as readers and editors. moreover, i need to expand my private because of Dr. Joseph Ackerman for his help throughout the time this manuscript was once being ready.

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