Liptser, R. S.

Statistics of random processes / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries - New York : Springer-Verlag, 1977 - 2 v. ; 24 cm. - Applications of mathematics v.5-6 .

Revised and expanded translation of the authors' Statistika slucha inykh protsessov, originally published in 1974

Bibliography: p.381-390 Includes index

1. General theory.--2. Applications


engrus

0387902260 (v. 1)


Stochastic processes
Mathematical statistics