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Statistics of Random Processes

Statistics of Random Processes

Albert N. Shiryaev / Robert Liptser / B. Aries

145,49 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9783642083662
145,49 €
IVA incluido
Disponible

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These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

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Otros libros del autor

  • Statistics of Random Processes
    Albert N. Shiryaev / Robert Liptser / B. Aries
    These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions i...
    Disponible

    144,09 €