Liptser, R. S.

Statistics of random processes / R. S. Liptser, A. N. Shiryayev ; translated by A. B. Aries. - New York : Springer-Verlag, c1977. - V. ; 24 cm. - Applications of Mathematics, 5. .

Revised and expanded translation of the authors' Statistika sluchaĭnykh prot︠s︡essov, originally published in 1974.

Includes bibliographical references and indexes.

Vol. 1: General theory --

0387902260 3540902260


Stochastic processes.
Mathematical statistics.

519.23 / LIS 1977