Statistics of Random Processes II
Latest Publications

TOTAL DOCUMENTS

9

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By Springer New York

9781475742954, 9781475742930

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Parameter estimation and testing of statistical hypotheses for diffusion type processes

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_7 ◽

1978 ◽

pp. 196-235

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Parameter Estimation ◽

Diffusion Type ◽

Statistical Hypotheses

Download Full-text

Application of optimal nonlinear filtering equations to some problems in control theory and information theory

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_6 ◽

1978 ◽

pp. 159-195

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Information Theory ◽

Control Theory ◽

Nonlinear Filtering ◽

Optimal Nonlinear Filtering

Download Full-text

Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_2 ◽

1978 ◽

pp. 16-49

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Gaussian Processes ◽

Nonlinear Filtering ◽

Optimal Nonlinear Filtering

Download Full-text

Random point processes: Stieltjes stochastic integrals

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_8 ◽

1978 ◽

pp. 236-281

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Point Processes ◽

Random Point ◽

Stochastic Integrals

Download Full-text

Linear estimation of random processes

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_5 ◽

1978 ◽

pp. 128-158

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Random Processes ◽

Linear Estimation

Download Full-text

The structure of local martingales, absolute continuity of measures for point processes, and filtering

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_9 ◽

1978 ◽

pp. 282-325

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Absolute Continuity ◽

Point Processes

Download Full-text

Conditionally Gaussian sequences: filtering and related problems

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_3 ◽

1978 ◽

pp. 50-89

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Download Full-text

Conditionally Gaussian processes

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_1 ◽

1978 ◽

pp. 1-15 ◽

Cited By ~ 3

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Gaussian Processes

Download Full-text

Application of filtering equations to problems of statistics of random sequences

Statistics of Random Processes II ◽

10.1007/978-1-4757-4293-0_4 ◽

1978 ◽

pp. 90-127 ◽

Cited By ~ 2

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Random Sequences

Download Full-text