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Statistics of random processes

Author: R Sh Lipt︠s︡er; Alʹbert Nikolaevich Shiri︠a︡ev
Publisher: Berlin ; New York : Springer, ©2001.
Series: Applications of mathematics, 5-6.
Edition/Format:   Print book : English : 2nd, rev. and expanded edView all editions and formats
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"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R Sh Lipt︠s︡er; Alʹbert Nikolaevich Shiri︠a︡ev
ISBN: 3540639292 9783540639299 3540639284 9783540639282
OCLC Number: 44133082
Description: 2 volumes ; 24 cm.
Contents: 1. General theory --
2. Applications.
Series Title: Applications of mathematics, 5-6.
Other Titles: Statistika sluchaĭnykh prot︠s︡essov.
Responsibility: Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson.
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From the reviews:JOURNAL OF THE AMERICAN STOCHASTIC ASSOCIATION"The material is accessible to researchers and advanced graduate students. These two classic volumes are very important resources for Read more...

 
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