Statistics of Random Processes II

Inhaltsverzeichnis

• 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.