Statistics of random processes
By: Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson.
Contributors: Shiri͡aev, Alʹbert Nikolaevich.
Edition: 2nd, rev. and expanded ed.
Series: Applications of mathematics,; 5-6
Publisher: Springer
Published: 2001
Place of publication: Berlin; New York
Language: eng
Subjects: Stochastic processes; Mathematical statistics
Notes: Includes bibliographical references and indexes.
Table of contents: title: 1. General theory; title: 2. Applications.