Abstract
An outline of the stochastic inference problem, in general terms, is presented in this chapter. This includes the notions of distinctness of hypotheses to be tested as well as the associated parameter estimation from observations. Then, how both these questions can be unified into a broad framework of a decision theory is discussed. These ideas will be elaborated later on and then their application to various classes of stochastic processes will take the center stage.
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© 2000 Springer Science+Business Media Dordrecht
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Rao, M.M. (2000). Introduction and Preliminaries. In: Stochastic Processes. Mathematics and Its Applications, vol 508. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6596-0_1
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DOI: https://doi.org/10.1007/978-1-4757-6596-0_1
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-4832-8
Online ISBN: 978-1-4757-6596-0
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