Filtering and prediction : a primer / B. Fristedt, N. Jain, N. Krylov
Type 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; filtering62-02, 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)
Item type | Current library | Call number | Status | Date due | Barcode |
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Monographie | CMI Salle 1 | 62 FRI (Browse shelf(Opens below)) | Available | 05261-01 |
Bibliogr. p. 247
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