Statistics of Random Processes: General Theory
Material type: TextPublication details: Berlin: Springer-Verlag, 2001.Edition: 2nd edDescription: xv, 427 pagesISBN:- 9783540639299
- 3540639292
- 519.2 LIP
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Reference Books | Main Library Reference | Reference | 519.2 LIP (Browse shelf(Opens below)) | Available | 006541 |
Bibliography & index
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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