Statistics of random processes, I, general theory / R. S. Liptser, A. N. Shiryayev ; transl. by A. B. Aries
Type 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 processes60H05, 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 processesEn-ligne : Aperçu Google 2001 | Springerlink - ed. 2001
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 62 LIP (Browse shelf) | Available | 06418-01 |
Bibliogr. p. 383-392. Notes bibliogr. Index
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