**Bayesian Spectrum Analysis and Parameter Estimation**

by G. Larry Bretthorst

**Publisher**: Springer 1988**ISBN/ASIN**: 0387968717**ISBN-13**: 9780387968711**Number of pages**: 220

**Description**:

This work is primarily a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis; consequently, we have included a great deal of introductory and tutorial material.

Download or read it online for free here:

**Download link**

(1.3MB, PDF)

## Similar books

**Lectures on Stochastic Analysis**

by

**Thomas G. Kurtz**-

**University of Wisconsin**

Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.

(

**14684**views)

**Probability and Mathematical Statistics**

by

**Prasanna Sahoo**-

**University of Louisville**

This book is an introduction to probability and mathematical statistics intended for students already having some elementary mathematical background. It is intended for a one-year junior or senior level undergraduate or beginning graduate course.

(

**13225**views)

**Introduction to Probability Theory and Statistics for Linguistics**

by

**Marcus Kracht**-

**UCLA**

Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.

(

**13752**views)

**An Introduction to Stochastic PDEs**

by

**Martin Hairer**-

**arXiv**

This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.

(

**14286**views)