Statistics of Random Processes: General Theory

By:

Liptser,Robert S

Contributor(s):

Shiryaev, Albert N

Material type: Text

TextPublication details: Berlin: Springer-Verlag, 2001.Edition: 2nd edDescription: xv, 427 pagesISBN:

9783540639299
3540639292

DDC classification:

519.2 LIP

Summary: These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Reference Books	Main Library Reference	Reference	519.2 LIP (Browse shelf(Opens below))	Available		006541

Total holds: 0

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These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

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