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๐Ÿ“

Statistics of Random Processes I

โœ Scribed by Robert S. Liptser, Albert N. Shiryaev

Publisher
Springer
Year
2000'',
Tongue
English
Leaves
208
Edition
2nd rev. and exp. ed.
Category
Library
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โœฆ Synopsis

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.

๐Ÿ“œ SIMILAR VOLUMES

Statistics of Random Processes: I. Gener
๐Ÿ“ Statistics of Random Processes: I. General Theory
โœ Robert S. Liptser, Albert N. Shiryaev (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2001 ๐Ÿ› Springer-Verlag Berlin Heidelberg ๐ŸŒ English

<p>The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the fir

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<p>The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the fir

Statistics of Random Processes: II. Appl
๐Ÿ“ Statistics of Random Processes: II. Applications
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<p>The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the fir

Statistics of Random Processes: II. Appl
๐Ÿ“ Statistics of Random Processes: II. Applications
โœ Robert S. Liptser, Albert N. Shiryaev (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2001 ๐Ÿ› Springer-Verlag Berlin Heidelberg ๐ŸŒ English

<p>The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the fir