Research Catalog

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

Title
  1. Nonlinear filtering and smoothing : an introduction to martingales, stochastic integrals, and estimation / Venkatarama Krishnan.
Published by
  1. New York : Wiley, c1984.
Author
  1. Krishnan, Venkatarama, 1929-

Items in the library and off-site

Filter by

Displaying 1 item

StatusFormatAccessCall numberItem location
Status
Request for on-site useRequest scan
How do I pick up this item and when will it be ready?
FormatBook/TextAccessUse in libraryCall numberQA274.5 .K74 1984Item locationOff-site

Details

Description
  1. xiii, 314 p.; 25 cm.
Subject
  1. Estimation theory
  2. Martingales (Mathematics)
  3. Stochastic integrals
Owning institution
  1. Columbia University Libraries
Note
  1. "A Wiley-Interscience publication."
  2. Includes index.
Bibliography (note)
  1. Bibliography: p. 307-310.