AuthorLiptser, R. S. author
TitleStatistics of Random Processes II [electronic resource] : Applications / by R. S. Liptser, A. N. Shiryayev
ImprintNew York, NY : Springer New York : Imprint: Springer, 1978
Connect tohttp://dx.doi.org/10.1007/978-1-4757-4293-0
Descript X, 341 p. online resource

CONTENT

of volume II -- 11 Conditionally Gaussian processes -- 12 Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes -- 13 Conditionally Gaussian sequences: filtering and related problems -- 14 Application of filtering equations to problems of statistics of random sequences -- 15 Linear estimation of random processes -- 16 Application of optimal nonlinear filtering equations to some problems in control theory and information theory -- 17 Parameter estimation and testing of statistical hypotheses for diffusion type processes -- 18 Random point processes: Stieltjes stochastic integrals -- 19 The structure of local martingales, absolute continuity of measures for point processes, and filtering


SUBJECT

  1. Mathematics
  2. Probabilities
  3. Statistics
  4. Mathematics
  5. Probability Theory and Stochastic Processes
  6. Statistics
  7. general