The following pages link to Vjatscheslav Vasiliev (Q588066):
Displaying 50 items.
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- Prediction of fractional processes with long-range dependence (Q431593) (← links)
- Optimal level sets for bivariate density representation (Q495340) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Posterior asymptotics of nonparametric location-scale mixtures for multivariate density estimation (Q502874) (← links)
- Adaptive control. Algorithms, analysis and applications. (Q545915) (← links)
- Filtering partially observable diffusions up to the exit time from a domain (Q555023) (← links)
- Stability of Feynman-Kac formulae with path-dependent potentials (Q617910) (← links)
- Tracking a random walk first-passage time through noisy observations (Q691106) (← links)
- New design of recursive Wiener fixed-lag smoother in linear discrete-time stochastic systems (Q702643) (← links)
- A Markov modulated continuous-time capture-recapture population estimation model (Q812857) (← links)
- On the error-free filtering of finite-state singular processes under dependent distortions (Q941876) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- A stochastic optimal growth model with a depreciation factor (Q974716) (← links)
- Supermartingales in prediction with expert advice (Q982635) (← links)
- On guaranteed parameter estimation of a multiparameter linear regression process (Q983198) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- (Q1069898) (redirect page) (← links)
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations (Q1069899) (← links)
- Estimation of density functions of distributions from dependent observations. (Q1130102) (← links)
- (Q1276937) (redirect page) (← links)
- Estimation of the randomness of figure overlap (Q1276938) (← links)
- Conditionally optimal iterative filters (Q1281020) (← links)
- Conditionally-minimax filtration in a system with commutating observation channels (Q1285407) (← links)
- Two-stage Kalman estimator with unknown exogenous inputs (Q1295101) (← links)
- Reduced-order Kalman filter with unknown inputs (Q1298329) (← links)
- Estimation of a limiting distribution density and its derivatives from observations with weakening dependence (Q1386617) (← links)
- Indefinite stochastic LQ control with cross term via semidefinite programming (Q1429334) (← links)
- Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations (Q1571089) (← links)
- Optimal filters for a hidden Markov random field model (Q1585806) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
- Blind identification of convolutive MIMO systems with 3 sources and 2 sensors (Q1607653) (← links)
- Robust one-step receding horizon control of discrete-time Markovian jump uncertain systems (Q1614376) (← links)
- Robust control of nonlinear systems with parametric uncertainty (Q1614434) (← links)
- (Q1631207) (redirect page) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- (Q1681986) (redirect page) (← links)
- Model-reference adaptive control. A primer (Q1681987) (← links)
- Nonparametric estimating equations for circular probability density functions and their derivatives (Q1684139) (← links)
- Estimation and control of dynamical systems (Q1708167) (← links)
- Robust fault detection of Markovian jump systems (Q1762614) (← links)
- Exponential penalty function control of loss networks (Q1769408) (← links)
- Stability of nonlinear filters in nonmixing case (Q1769423) (← links)
- (Q1778996) (redirect page) (← links)
- Sequential identification of linear dynamic systems with memory (Q1778997) (← links)
- Realization of stochastic systems with exogenous inputs and subspace identification methods (Q1805974) (← links)
- Nonparametric estimation of derivatives of a multivariate density from dependent observations. (Q1856499) (← links)
- Optimal stopping models in a stochastic and fuzzy environment (Q1857058) (← links)
- Filtering on nonlinear time-delay stochastic systems (Q1858377) (← links)
