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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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