Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation

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Note (General)：: "This Dover edition, first published in 2005, is an augmented republication of the work originally published by John Wiley & Sons, New York, in 1984. ...

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Material Type: 図書
ISBN: 0486441644
Title: Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals and estimation
Author/Editor: Venkatarama Krishnan
Author Heading: Krishnan, Venkatarama
https://ci.nii.ac.jp/author/DA0231508X
Publication, Distribution, etc.: Dover Publications
Publication Date: 2005
Publication Date (W3CDTF): 2005
Size: 22 cm
Place of Publication (Country Code): us
Text Language Code: en
Subject Heading: Martingales (Mathematics)
Integrals, Stochastic
Estimation theory
LCC: QA274.5
NDC 8th ed.: 417.1
Target Audience: 一般
Note (General): "This Dover edition, first published in 2005, is an augmented republication of the work originally published by John Wiley & Sons, New York, in 1984. The author has written a new preface to the Dover edition and has provided an Errata list."--T.p. verso
Includes bibliographical references (p. 307-310) and index
Related Material (URI): https://ci.nii.ac.jp/ncid/BA74214809#entity
https://lccn.loc.gov/83016712
https://lccn.loc.gov/2005045424
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA74214809 : BA74214809
LC Control Number: 83016712
https://lccn.loc.gov/83016712
2005045424
https://lccn.loc.gov/2005045424