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Statistics of Random Processes

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Cover of 'Statistics of Random Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Conditionally Gaussian Processes
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    Chapter 2 Optimal Nonlinear Filtering: Interpolation and Extrapolation of Components of Conditionally Gaussian Processes
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    Chapter 3 Conditionally Gaussian Sequences: Filtering and Related Problems
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    Chapter 4 Application of Filtering Equations to Problems of Statistics of Random Sequences
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    Chapter 5 Linear Estimation of Random Processes
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    Chapter 6 Application of Optimal Nonlinear Filtering Equations to some Problems in Control Theory and Estimation Theory
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    Chapter 7 Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes
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    Chapter 8 Random Point Processes: Stieltjes Stochastic Integrals
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    Chapter 9 The Structure of Local Martingales, Absolute Continuity of Measures for Point Processes, and Filtering
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    Chapter 10 Asymptotically Optimal Filtering
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