Harald Cramer
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Structural and Statistical Problems for a Class of Stochastic Processes (eBook, PDF)

The First Samuel Stanley Wilks Lecture at Princeton University, March 7, 1970

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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 a...