Statistics of Random Processes II
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Published By Springer New York

9781475742954, 9781475742930
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Parameter estimation and testing of statistical hypotheses for diffusion type processes

1978 ◽  
pp. 196-235
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Parameter Estimation ◽  
Diffusion Type ◽  
Statistical Hypotheses

Random point processes: Stieltjes stochastic integrals

1978 ◽  
pp. 236-281
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Point Processes ◽  
Random Point ◽  
Stochastic Integrals

Linear estimation of random processes

1978 ◽  
pp. 128-158
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Random Processes ◽  
Linear Estimation

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

1978 ◽  
pp. 282-325
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Absolute Continuity ◽  
Point Processes

Conditionally Gaussian sequences: filtering and related problems

1978 ◽  
pp. 50-89
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev

Conditionally Gaussian processes

1978 ◽  
pp. 1-15 ◽  
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Gaussian Processes

Application of filtering equations to problems of statistics of random sequences

1978 ◽  
pp. 90-127 ◽  
Author(s):  
R. S. Liptser ◽  
A. N. Shiryayev
Keyword(s):  
Random Sequences
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