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

書誌事項

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

Venkatarama Krishnan

Wiley, c1984

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注記

"A Wiley-Interscience publication."

Bibliography: p. 307-310

Includes index

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