Statistics of random processes/

Main Author: Liptser, R. Sh.
Other Authors: Shiryaev, Albert Nikolaevich
Format: Book
Language:English
Russian
Published: Berlin ; New York: Springer, c2001
Edition:2nd rev. and expanded ed.
Series:Applications of mathematics 5-6
Subjects:
Table of Contents:
  • V. 1. General theory
  • v. 2. Applications.