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

TextLanguage: English Series: Applications of mathematics ; 5-6Publication details: New York : Springer-Verlag, 1977Description: x, 394 p. ; 24 cmISBN: 0387902260 Subject(s): Stochastic processes | Mathematical statisticsDDC classification: 519.11 LIP S

Contents:

1. General theory.--2. Applications.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Books	Mysore University Main Library	519.11 LIP S (Browse shelf (Opens below))	Available		233735

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Previous	519.11 KUZ Non-linear transformations of stochastic processes	519.11 KUZ Non-linear transformations of stochastic processes	519.11 LEW Stochastic point processes : statistical analysis, theory, and applicationas /	519.11 LIP S Statistics of random processes I : general theory /	519.11 LOS T.1 Stochastic processes and applications in biology and medicine	519.11 LOY An invariance principle for reversed martingales	519.11 LUK Stochastic convergence	Next

Revised and expanded translation of the authors' Statistika sluchaĭnykh prot͡s︡essov, originally published in 1974.

1. General theory.--2. Applications.

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