Filtering and prediction : a primer / B. Fristedt, N. Jain, N. Krylov

Auteur principal : Fristedt, Bert, 1937-, AuteurCo-auteur : Krylov, Nikolai Vladimirovich, 1941-, Auteur • Jain, Naresh, 1938-2009, AuteurType de document : MonographieCollection : Student mathematical library, 38Langue : anglais.Pays: Etats Unis.Éditeur : Providence : American Mathematical Society, 2007Description : 1 vol. (XI-252 p.) : ill. ; 22 cmISBN: 9780821843338.ISSN: 1520-9121.Bibliographie : Bibliogr. p. 247.Sujet MSC : 62M20, Statistics - Inference from stochastic processes, Inference from stochastic processes and prediction; filtering
62-02, Research exposition (monographs, survey articles) pertaining to statistics
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
60G25, Probability theory and stochastic processes, Prediction theory (aspects of stochastic processes)
60J10, Probability theory and stochastic processes, Markov chains (discrete-time Markov processes on discrete state spaces)
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Bibliogr. p. 247

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