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Statistics of random processes, I, general theory / R. S. Liptser, A. N. Shiryayev ; transl. by A. B. Aries

Auteur principal : Liptser, Robert Shevilevich, 1936-, AuteurCo-auteur : Chiriaev, Albert Nikolaevich, 1934-, AuteurAuteur secondaire : Aries, A. B., TraducteurType de document : MonographieCollection : Applications of mathematics, 5Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1977Description : 1 vol. (X-396 p.) ; 25 cmISBN : 9783540902263.ISSN : 0172-4568.Bibliographie : Bibliogr. p. 383-392. Notes bibliogr. Index.Sujet MSC : 62Mxx, Statistics - Inference from stochastic processes
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60G15, Probability theory and stochastic processes, Gaussian processes
60G17, Probability theory and stochastic processes, Sample path properties
60G20, Probability theory and stochastic processes, Generalized stochastic processes
En-ligne : Aperçu Google 2001 | Springerlink - ed. 2001
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Bibliogr. p. 383-392. Notes bibliogr. Index

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