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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 -- Stochastic processes, Gaussian processes
60G17, Probability theory and stochastic processes -- Stochastic processes, Sample path properties
60G20, Probability theory and stochastic processes -- 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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