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Statistics of Random Processes II

Applications

  • Book
  • © 1978

Overview

Authors:
  1. R. S. Liptser

    1. Institute for Problems of Control Theory, Moscow, USSR

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    You can also search for this author in PubMed   Google Scholar

  2. A. N. Shiryayev

    1. Institute of Control Sciences, Moscow, USSR

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 6)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-x
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  2. Conditionally Gaussian processes

    • R. S. Liptser, A. N. Shiryayev
    Pages 1-15

  3. Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes

    • R. S. Liptser, A. N. Shiryayev
    Pages 16-49

  4. Conditionally Gaussian sequences: filtering and related problems

    • R. S. Liptser, A. N. Shiryayev
    Pages 50-89

  5. Application of filtering equations to problems of statistics of random sequences

    • R. S. Liptser, A. N. Shiryayev
    Pages 90-127

  6. Linear estimation of random processes

    • R. S. Liptser, A. N. Shiryayev
    Pages 128-158

  7. Application of optimal nonlinear filtering equations to some problems in control theory and information theory

    • R. S. Liptser, A. N. Shiryayev
    Pages 159-195

  8. Parameter estimation and testing of statistical hypotheses for diffusion type processes

    • R. S. Liptser, A. N. Shiryayev
    Pages 196-235

  9. Random point processes: Stieltjes stochastic integrals

    • R. S. Liptser, A. N. Shiryayev
    Pages 236-281

  10. The structure of local martingales, absolute continuity of measures for point processes, and filtering

    • R. S. Liptser, A. N. Shiryayev
    Pages 282-325

  11. Back Matter

    Pages 327-341
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Keywords

Authors and Affiliations

  • Institute for Problems of Control Theory, Moscow, USSR

    R. S. Liptser

  • Institute of Control Sciences, Moscow, USSR

    A. N. Shiryayev

Bibliographic Information

  • Book Title: Statistics of Random Processes II

  • Book Subtitle: Applications

  • Authors: R. S. Liptser, A. N. Shiryayev

  • Series Title: Stochastic Modelling and Applied Probability

  • DOI: https://doi.org/10.1007/978-1-4757-4293-0

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1978

  • eBook ISBN: 978-1-4757-4293-0Published: 17 April 2013

  • Series ISSN: 0172-4568

  • Series E-ISSN: 2197-439X

  • Edition Number: 1

  • Number of Pages: X, 341

  • Additional Information: Title of the original Russian edition: Statistika slucajnych processov

  • Topics: Probability Theory and Stochastic Processes, Statistics, general

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