Statistics of random processes
By: R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries.
Contributors: Shiri͡aev, Alʹbert Nikolaevich, joint author.
Series: Applications of mathematics ;; 5-6
Publisher: Springer-Verlag
Published: 1977
Place of publication: New York
Language: eng
Subjects: Stochastic processes; Mathematical statistics
Notes: Includes bibliographical references and indexes.
Revised and expanded translation of the authors' Statistika sluchaĭnykh prot͡sessov, originally published in 1974.
Table of contents: title: 1. General theory.; title: 2. Applications.