Statistics of random processes
By: R.S. Liptser, A.N. Shiryayev.
Contributors: Lipt︠s︡er, Robert Shevilevich.; Shiri︠a︡ev, Alʹbert Nikolaevich,
Series: Applications of mathematics -- v. 5,6
Publisher: Springer-Verlag
Published: 1977
Place of publication: New York
Language: eng
Subjects: Mathematical statistics.; Stochastic processes.
Notes: Revised and expanded translation of the authors' Statistika sluchaĭnykh prot︠s︡essov, originally published in 1974.

Includes bibliographies and indexes.
Table of contents: title: v. 1. General theory.; title: v. 2.  applications.