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this research output assigned in 1 syllabus from an institution on Open Syllabus Project.
Statistics of Random Processes II : Applications
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Conditionally Gaussian processes
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Altmetric BadgeChapter 2 Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes
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Altmetric BadgeChapter 3 Conditionally Gaussian sequences: filtering and related problems
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Altmetric BadgeChapter 4 Application of filtering equations to problems of statistics of random sequences
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Altmetric BadgeChapter 5 Linear estimation of random processes
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Altmetric BadgeChapter 6 Application of optimal nonlinear filtering equations to some problems in control theory and information theory
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Altmetric BadgeChapter 7 Parameter estimation and testing of statistical hypotheses for diffusion type processes
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Altmetric BadgeChapter 8 Random point processes: Stieltjes stochastic integrals
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Altmetric BadgeChapter 9 The structure of local martingales, absolute continuity of measures for point processes, and filtering