Statistics Of Random Processes: I. General Theory
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Google books | books.google.com |
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Originally published | 1977 |
Authors | Albert Shiryaev |
Robert Liptser | |
Editors | Robert Liptser |
Albert Shiryaev | |
Date of Reg. | |
Date of Upd. | |
ID | 2372635 |
About Statistics Of Random Processes: I. General Theory
A considerable number of problems in the statistics of random processes are formulated within the following scheme. On a certain probability space (Q, ff, P) a partially observable random process (lJ,~) = (lJ ~/), t :;::-: 0, is given with only the second component n ~ = (~/), t:;::-: 0, observed. . . .