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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


Mathematics Probabilities Statistics Mathematics Probability Theory and Stochastic Processes Statistics general



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