A martingale approach to modeling, estimation and detection of jump processes

著者

• Segall, Adrian

書誌事項

A martingale approach to modeling, estimation and detection of jump processes

by Adrian Segall

University Microfilms International, 1973

注記

Microfilm-xerography

Reprint of author's thesis (Ph.D.) -- Stanford University, 1973

"References": leaves 162-166

Includes index

詳細情報

• NII書誌ID(NCID): BB02501427
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Ann Arbor, Mich.
• ページ数/冊数: xii, 166 leaves
• 大きさ: 21 cm
• 分類:
  • LCC : QA274.5
• 件名:
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic processes