000			01828cam a2200181 i 4500
020			_a9781107004740 (hardback)
082	0	0	_a519.544 _bRIS
100	1		_aRissanen, Jorma
245	1	0	_aOptimal estimation of parameters / _cby Jorma Rissanen
260			_aCambridge : _bCambridge University Press, _c2012.
300			_a 162p. :
504			_aIncludes bibliographical references (pages [156]-160) and index.
505	8		_aMachine generated contents note: 1. Introduction; 2. Coding; 3. Basics of information; 4. Modeling problem; 5. Other optimality properties; 6. Interval estimation; 7. Hypothesis testing; 8. Denoising; 9. Sequential models; Appendix A. Elements of algorithmic information; Appendix B. Universal prior for integers.
520			_a"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for explaining the power of these estimators. Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity. Applications of this powerful technique in hypothesis testing and denoising are described in detail. Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance"--
650		0	_aEstimation theory.
856	4	2	_uhttp://assets.cambridge.org/97811070/04740/cover/9781107004740.jpg
942			_cBK
999			_c526045 _d526045