Statistics of Random Processes II Applications / by R.S. Liptser, A.N. Shiryayev.

Saved in:

Bibliographic Details
Main Authors:	Liptser, R.S (Author), Shiryayev, A.N (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York : Imprint: Springer, 1978.
Edition:	1st ed. 1978.
Series:	Stochastic Modelling and Applied Probability, 6 Springer eBook Collection.
Subjects:	Probabilities. Statistics . Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

Table of Contents:

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.

Similar Items