Statistics of Random Processes II - Softcover

Softcover

ISBN 10: 3662100290 ISBN 13: 9783662100295

Verlag: Springer, 2014

Inhaltsangabe

11. Conditionally Gaussian Processes.- 12. Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes.- 13. Conditionally Gaussian Sequences: Filtering and Related Problems.- 14. Application of Filtering Equations to Problems of Statistics of Random Sequences.- 15. Linear Estimation of Random Processes.- 16. Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory.- 17. Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes.- 18. Random Point Processes: Stieltjes Stochastic Integrals.- 19. The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering.- 20. Asymptotically Optimal Filtering.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2014
• Sprache: Englisch
• ISBN 10: 3662100290
• ISBN 13: 9783662100295
• Einband: Taschenbuch
• Anzahl der Seiten: 424
• Herausgeber: Liptser Robert S, Shiryaev Albert N
• Kontakt zum Hersteller: ROXIO; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; 22391; Deutschland