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Statistics of Random Processes I: General Theory (Applications of Mathematics, 5-6)
Liptser, R.S.; Shiryaev, A.N.
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Gaussian Random Processes (Applications of Mathematics, Vol. 9)
I.A. Ibragimov; Y.A. Rozanov
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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability, 5)
Liptser, Robert S.; Shiryaev, Albert N.
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Statistics of Random Processes II: Applications
Liptser, R.S.; Shiryayev, A.N.
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Optimal Stopping Rules
Shiryaev, A.N.
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Statistics of Random Processes: I. General Theory
Liptser, Robert S.; Shiryaev, Albert N.
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Statistics of Random Processes II: Applications (Stochastic Modelling and Applied Probability, 6)
Liptser, Robert S.; Shiryaev, Albert N.
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