Ebook: Statistics of Random Processes II: Applications

---

Content:
Front Matter....Pages i-x
Conditionally Gaussian processes....Pages 1-15
Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes....Pages 16-49
Conditionally Gaussian sequences: filtering and related problems....Pages 50-89
Application of filtering equations to problems of statistics of random sequences....Pages 90-127
Linear estimation of random processes....Pages 128-158
Application of optimal nonlinear filtering equations to some problems in control theory and information theory....Pages 159-195
Parameter estimation and testing of statistical hypotheses for diffusion type processes....Pages 196-235
Random point processes: Stieltjes stochastic integrals....Pages 236-281
The structure of local martingales, absolute continuity of measures for point processes, and filtering....Pages 282-325
Back Matter....Pages 327-341

---

Content:
Front Matter....Pages i-x
Conditionally Gaussian processes....Pages 1-15
Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes....Pages 16-49
Conditionally Gaussian sequences: filtering and related problems....Pages 50-89
Application of filtering equations to problems of statistics of random sequences....Pages 90-127
Linear estimation of random processes....Pages 128-158
Application of optimal nonlinear filtering equations to some problems in control theory and information theory....Pages 159-195
Parameter estimation and testing of statistical hypotheses for diffusion type processes....Pages 196-235
Random point processes: Stieltjes stochastic integrals....Pages 236-281
The structure of local martingales, absolute continuity of measures for point processes, and filtering....Pages 282-325
Back Matter....Pages 327-341
....