Applications
Series: Stochastic Modelling and Applied Probability, Vol. 6
Volume package: Applications Mathematics Liptser,R.S.:Statistics Processes
Liptser, Robert S., Shiryaev, Albert N.
Translated by Aries, A.B.
Original Russian edition published by Nauka, Moscow, 1974
2nd rev. and exp. ed. 2001, XV, 402 p.
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Content Level » Research
Keywords » Filtering - Incomplete Data Control - Martingale - Point Process - STATISTICA - conditionally Gaussian - information theory
Related subjects » Probability Theory and Stochastic Processes - Statistical Theory and Methods
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