Statistics of Random Processes II
Contributors: A.B. Aries (Translator)
Edition: 2nd rev. and exp. ed. edition
Publisher: Springer
Published: December 12, 2000
Language: eng
Format: Hardcover
Number of pages: 417
ISBN-13: 9783540639282
Subjects: Applied mathematics; Probability & statistics; Stochastic Processes; Mathematics; Science/Mathematics; Probability & Statistics - General; Filtering; Incomplete Data Control; Martingale; Mathematics / Statistics; Point Process; conditionally Gaussian; Mathematical statistics
First sentence: 11.1.1. Let (,) = (t,t), 0 t T, be a random process with unobservable first component and observable second component.