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Statistics of Random Processes II : Applications

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Cover of 'Statistics of Random Processes II : Applications'

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 information 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
Attention for Chapter 2: Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes
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Chapter title
Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes
Chapter number 2
Book title
Statistics of Random Processes II
Published by
Springer, New York, NY, January 1978
DOI 10.1007/978-1-4757-4293-0_2
Book ISBNs
978-1-4757-4295-4, 978-1-4757-4293-0
Authors

R. S. Liptser, A. N. Shiryayev

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