Liptser, Robert Shevilevich

Statistics of random processes / R. S. Liptser, A. N. Shiryayev ; Transl. by A. B. Aries. - New York : Springer-Verlag, 1977-. - 2 v. ; 24 cm. - Applications of mathematics 5, 6 .

Revised and expanded translation of the authors' Statistika sluchainykh protsessov, originally published in 1974.

Includes bibliogr. references and indexes.

General theory Applications. 1. (1977; ix, 394 p.) 2. (1978; x, 339 p.)

0387902260 (Vol. 1) 3540902260 (Vol. 1) 0387902368 (Vol. 2) 3540902368 (Vol. 2)


Stochastic processes
Mathematical statistics