Publication | Date of Publication | Type |
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Short Range and Long Range Dependence | 2017-07-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q5326956 | 2013-08-01 | Paper |
Remarks suggested by the paper of H. Tong | 2011-12-01 | Paper |
Estimation for a class of nonstationary processes | 2011-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3173637 | 2011-10-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3081673 | 2011-03-09 | Paper |
Selected Works of Murray Rosenblatt | 2011-02-22 | Paper |
Spectral analysis for processes with almost periodic covariances | 2010-09-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3634329 | 2009-06-25 | Paper |
A comment on a conjecture of N. Wiener | 2009-03-04 | Paper |
Prolate spheroidal spectral estimates | 2008-09-12 | Paper |
An example and transition function equicontinuity | 2007-02-14 | Paper |
Estimation for almost periodic processes | 2006-08-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4665182 | 2005-04-09 | Paper |
Spectral analysis for harmonizable processes | 2002-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4246932 | 2000-10-29 | Paper |
Gaussian and non-Gaussian linear time series and random fields | 2000-02-09 | Paper |
Some remarks on a mixing condition | 1999-04-21 | Paper |
Some simple remarks on an autoregressive scheme and an implied problem | 1998-09-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3840975 | 1998-08-16 | Paper |
Line spectral analysis for harmonizable processes | 1998-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5690339 | 1997-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5284170 | 1997-02-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4895144 | 1996-10-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4869732 | 1996-05-20 | Paper |
Prediction and non-Gaussian autoregressive stationary sequences | 1995-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4273566 | 1994-05-19 | Paper |
Non-Gaussian autoregressive moving average processes. | 1993-12-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q3138655 | 1993-11-11 | Paper |
Bispectra and phase of non-Gaussian linear processes | 1993-10-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4694331 | 1993-06-29 | Paper |
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes | 1993-04-01 | Paper |
A nonparametric measure of independence under a hypothesis of independent components | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3973914 | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3977476 | 1992-06-25 | Paper |
Maximum likelihood estimation for noncausal autoregressive processes | 1991-01-01 | Paper |
Parameter estimation for some time series models without contiguity | 1991-01-01 | Paper |
Nonminimum phase non-Gaussian autoregressive processes. | 1990-01-01 | Paper |
Asymptotic normality of cumulant spectral estimates | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3349825 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4731906 | 1989-01-01 | Paper |
Erratum to: ``Prediction for some non-Gaussian autoregressive schemes | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3474004 | 1989-01-01 | Paper |
Nonminimum phase non-Gaussian deconvolution | 1988-01-01 | Paper |
Estimation and deconvolution when the transfer function has zeros | 1988-01-01 | Paper |
On frequency estimation | 1988-01-01 | Paper |
Remarks on limit theorems for nonlinear functionals of Gaussian sequences | 1987-01-01 | Paper |
Scale renormalization and random solutions of the Burgers equation | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3823693 | 1987-01-01 | Paper |
Prediction for some non-Gaussian autoregressive schemes | 1986-01-01 | Paper |
Deconvolution of non-Gaussian linear processes with vanishing spectral values | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3717222 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3745114 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3790502 | 1986-01-01 | Paper |
Julius R. Blum 1922-1982 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3713257 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3730889 | 1985-01-01 | Paper |
Asymptotic normality, strong mixing and spectral density estimates | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3677004 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3685041 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3694491 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3707156 | 1984-01-01 | Paper |
Smoothing splines: Regression, derivatives and deconvolution | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3328415 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3725267 | 1983-01-01 | Paper |
Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes | 1982-01-01 | Paper |
Corrections to: A quadratic measure of deviation of two-dimension density estimates and a test of independence | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3037972 | 1982-01-01 | Paper |
ESTIMATING THREE-DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE | 1982-01-01 | Paper |
Integrated mean squared error of a smoothing spline | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3316293 | 1981-01-01 | Paper |
Limit theorems for Fourier transforms of functionals of Gaussian sequences | 1981-01-01 | Paper |
Erratum to asymptotics and representation of cubic splines | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3855888 | 1980-01-01 | Paper |
Linear processes and bispectra | 1980-01-01 | Paper |
Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables | 1979-01-01 | Paper |
Multivariate k-nearest neighbor density estimates | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3207911 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3936374 | 1979-01-01 | Paper |
Energy transfer for the Burgers’ equation | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4192760 | 1978-01-01 | Paper |
Fractional integrals of stationary processes and the central limit theorem | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4181858 | 1976-01-01 | Paper |
Asymptotics and representation of cubic splines | 1976-01-01 | Paper |
On the maximal deviation of k-dimensional density estimates | 1976-01-01 | Paper |
Note correcting a remark in a paper of Karl Bosch | 1975-01-01 | Paper |
Multiply Schemes and Shuffling | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4109115 | 1975-01-01 | Paper |
Corrections to 'On some global measures of the deviations of density function estimates' | 1975-01-01 | Paper |
The local behavior of the derivative of a cubic spline interpolator | 1975-01-01 | Paper |
A quadratic measure of deviation of two-dimensional density estimates and a test of independence | 1975-01-01 | Paper |
Asymptotic behavior of a spline estimate of a density function | 1975-01-01 | Paper |
Recurrent points and transition functions acting on continuous functions | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4775224 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4051352 | 1973-01-01 | Paper |
Invariant and subinvariant measures of transition probability functions acting on continuous functions | 1973-01-01 | Paper |
On some global measures of the deviations of density function estimates | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5638051 | 1972-01-01 | Paper |
Uniform ergodicity and strong mixing | 1972-01-01 | Paper |
"Statistical Models and Turbulence": Comments on Turbulence and a Report on the Satellite Symposium | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5670024 | 1972-01-01 | Paper |
Curve Estimates | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5646158 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4049858 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5582716 | 1969-01-01 | Paper |
Remarks on the Burgers Equation | 1968-01-01 | Paper |
ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5532812 | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5540025 | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5540026 | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5627474 | 1967-01-01 | Paper |
Functions of Markov processes | 1966-01-01 | Paper |
Remarks on ergodicity of stationary irreducible transient Markov chains | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5615125 | 1966-01-01 | Paper |
Products of independent identically distributed stochastic matrices | 1966-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5343837 | 1965-01-01 | Paper |
Estimation of the Bispectrum | 1965-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5345325 | 1964-01-01 | Paper |
Some nonlinear problems arising in the study of random processes | 1964-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5338448 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5513476 | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5586702 | 1963-01-01 | Paper |
Idempotent Measures on a Compact Topological Semigroup | 1963-01-01 | Paper |
Nth Order Markov Chains with Every N Variables Independent | 1962-01-01 | Paper |
Zero Crossing Probabilities for Gaussian Stationary Processes | 1962-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5723526 | 1962-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3293720 | 1962-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3844693 | 1962-01-01 | Paper |
Regression Analysis of Vector-Valued Random Processes | 1962-01-01 | Paper |
Distribution Free Tests of Independence Based on the Sample Distribution Function | 1961-01-01 | Paper |
Some comments on narrow band-pass filters | 1961-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3290160 | 1961-01-01 | Paper |
Asymptotic distribution of eigenvalues of block Toeplitz matrices | 1960-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3275290 | 1960-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3280454 | 1960-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5600584 | 1959-01-01 | Paper |
On the structure of infinitely divisible distributions | 1959-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3268548 | 1959-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3282340 | 1959-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3846619 | 1959-01-01 | Paper |
A multi-dimensional prediction problem | 1958-01-01 | Paper |
Central Limit Theorems for Interchangeable Processes | 1958-01-01 | Paper |
A Markovian Function of a Markov Chain | 1958-01-01 | Paper |
A class of stationary processes and a central limit theorem | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3241528 | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3247497 | 1957-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3248343 | 1957-01-01 | Paper |
THE MULTIDIMENSIONAL PREDICTION PROBLEM | 1957-01-01 | Paper |
A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION | 1956-01-01 | Paper |
A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM | 1956-01-01 | Paper |
On the Estimation of Regression Coefficients of a Vector-Valued Time Series with a Stationary Residual | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3234495 | 1956-01-01 | Paper |
Remarks on Some Nonparametric Estimates of a Density Function | 1956-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3236175 | 1956-01-01 | Paper |
An Inventory Problem | 1954-01-01 | Paper |
An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes | 1954-01-01 | Paper |
REGRESSION ANALYSIS OF TIME SERIES WITH STATIONARY RESIDUALS | 1954-01-01 | Paper |
The Up-and-Down Method with Small Samples | 1953-01-01 | Paper |
Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes | 1953-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5824895 | 1953-01-01 | Paper |
Recurrence-time moments in random walks | 1953-01-01 | Paper |
On the Oscillation of Sums of Random Variables | 1952-01-01 | Paper |
The Behavior at Zero of the Characteristic Function of a Random Variable | 1952-01-01 | Paper |
On Spectral Analysis of Stationary Time Series | 1952-01-01 | Paper |
Remarks on a Multivariate Transformation | 1952-01-01 | Paper |
Limit Theorems Associated with Variants of the Von Mises Statistic | 1952-01-01 | Paper |
On a Class of Markov Processes | 1951-01-01 | Paper |