Statistics of Random Processes II: Applications - Tapa blanda

Sinopsis

of volume II.- 11 Conditionally Gaussian processes.- 12 Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes.- 13 Conditionally Gaussian sequences: filtering and related problems.- 14 Application of filtering equations to problems of statistics of random sequences.- 15 Linear estimation of random processes.- 16 Application of optimal nonlinear filtering equations to some problems in control theory and information theory.- 17 Parameter estimation and testing of statistical hypotheses for diffusion type processes.- 18 Random point processes: Stieltjes stochastic integrals.- 19 The structure of local martingales, absolute continuity of measures for point processes, and filtering.

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