scientific article; zbMATH DE number 3608897
From MaRDI portal
Publication:4174025
zbMath0392.60037MaRDI QIDQ4174025
I. A. Ibragimov, Yu. A. Rozanov
Publication date: 1978
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items
The functional central limit theorem under the strong mixing condition, Asymptotically efficient nonparametric estimation of functionals of a spectral density function, Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables), Properties of nonparametric estimators of autocovariance for stationary random fields, A random-projection based test of Gaussianity for stationary processes, Sharp asymptotics of the Kolmogorov entropy for Gaussian measures, Equivalence of Gaussian measures for some nonstationary random fields, Specification testing for regression models with dependent data, Semiparametric estimation from time series with long-range dependence, Structure of positive block-matrices and nonstationary prediction, Nonlinearity and temporal dependence, Spectral conditions for equivalence of Gaussian random fields with stationary increments, On the consistent separation of scale and variance for Gaussian random fields, On multivariate nonlinear regression models with stationary correlated errors, Universal Poisson-process limits for general random walks, Efficiency of linear predictors for periodic processes using an incorrect covariance function, A CLT for the periodograms of a \(p\)-mixing random field, Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models, Equivalence and orthogonality of Gaussian measures on spheres, Cross-validation estimation of covariance parameters under fixed-domain asymptotics, When is a linear combination of independent fBm's equivalent to a single fBm?, Invariance principles for U-statistics and von Mises functionals, Non-Archimedean probability: Frequency and axiomatics theories, Convergence properties of the Gibbs sampler for perturbations of Gaussians, On histograms for linear processes, On the asymptotic normality of sequences of weak dependent random variables, Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes, Steady-state GI/G/\(n\) queue in the Halfin-Whitt regime, Kernel density estimators for random fields satisfying an interlaced mixing condition, Optimal change point detection in Gaussian processes, Tail estimation of the spectral density for a stationary Gaussian random field, Beyond Haar and Cameron-Martin: the Steinhaus support, A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence, Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes, Discriminant analysis based on binary time series, Extreme-strike asymptotics for general Gaussian stochastic volatility models, A criterion for a continuous spectral density, Forecasting the forecasts of others: implications for asset pricing, Lasso guarantees for \(\beta \)-mixing heavy-tailed time series, A conversation with Murray Rosenblatt, Szegő's theorem and its probabilistic descendants, Multivariate prediction and matrix Szegő theory, On fixed-domain asymptotics and covariance tapering in Gaussian random field models, On hyperbolic decay of prediction error variance for deterministic stationary sequences, A bivariate CLT under rho-prime mixing, On multiple-level excursions by stationary processes with deterministic peaks, Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing, Passive tracer in non-Markovian, Gaussian velocity field, Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics, Computer-intensive rate estimation, diverging statistics and scanning, Instants of small amplitude of Brownian motion and application to the Kubilius model, Theoretical aspects of ill-posed problems in statistics, Comments on ``Unbiased estimates for moments and cumulants in linear regression, On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models, Inference and testing breaks in large dynamic panels with strong cross sectional dependence, Stein estimation for the drift of Gaussian processes using the Malliavin calculus, Mixing coefficient, generalized maximal correlation coefficients, and weakly positive measures, A simple condition for asymptotic optimality of linear predictions of random fields, Power-law connections: from Zipf to Heaps and beyond, AR and MA representation of partial autocorrelation functions, with applications, On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise, Inversion formula for diadic wavelet representation of second-order processes, Super optimal rates for nonparametric density estimation via projection estimators, Nonparametric inference of doubly stochastic Poisson process data via the kernel method, A spectral Szegő theorem on the real line, Linear least squares estimation of regression models for two-dimensional random fields, Composite likelihood estimation for a Gaussian process under fixed domain asymptotics, Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values, Self-averaging scaling limits for random parabolic waves, On many-server queues in heavy traffic, Optimal transformations for prediction in continuous-time stochastic processes: finite past and future, Some theory for anisotropic processes on the sphere, Inference without smoothing for large panels with cross-sectional and temporal dependence, A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes, A method for approximate representation of vector-valued time series and its relation to two alternatives, The estimation of misspecified long memory models, On linear weak predictability with single point spectrum degeneracy, Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification, Parameter estimation for SPDEs based on discrete observations in time and space, A Berry-Esseen theorem for sample quantiles under weak dependence, Periodicity and absolute regularity, Maximum likelihood estimation for Gaussian processes under inequality constraints, A Szegő type theorem and distribution of symplectic eigenvalues, A supermartingale approach to Gaussian process based sequential design of experiments, Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics, Fixed-domain asymptotic properties of tapered maximum likelihood estimators, Predicting random fields with increasing dense observations, White-noise and geometrical optics limits of Wigner-Moyal equation for wave beams in turbulent media, Nonasymptotic bounds for autoregressive time series modeling., Difference based estimators and infill statistics, Asymptotics for the partial autocorrelation function of a stationary process, On the excursion random measure of stationary processes, On the regularity of spectral densities of continuous-time completely linearly regular processes, Canonical correlations of past inputs and future outputs for linear stochastic systems, Relationships between measures induced by Itô and white noise linear equations, On solutions to stochastic differential equations with discontinuous drift in Hilbert space, Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process, When doesn't cokriging outperform Kriging?, Self-normalized central limit theorem for sums of weakly dependent random variables, Identical mixing rates, Limit theorems for sums of weakly dependent Banach space valued random variables, Melnikov processes and chaos in randomly perturbed dynamical systems, Empirical Testing Of The Infinite Source Poisson Data Traffic Model, Nonparametric estimation of density, regression and dependence coefficients, Local Hölder exponent estimation for multivariate continuous time processes, Doob: A Half-Century on, Unnamed Item, Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence, A statistical test for the hypothesis of Gaussian random function, Asymptotically equivalent prediction in multivariate geostatistics, Szegő condition, scattering, and vibration of Krein strings, Generalised Partial Autocorrelations and the Mutual Information Between Past and Future, Modelling and parameter estimation for discretely observed fractional iterated Ornstein-Uhlenbeck processes, Local linear regression with nonparametrically generated covariates for weakly dependent data, Uncertainty Quantification of Inclusion Boundaries in the Context of X-Ray Tomography, Asymptotic behavior of the prediction error for stationary sequences, Ildar Abdullovich Ibragimov (on his ninetieth birthday), Binomial-${\chi^2}$ Vector Random Fields, Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints, $K$-Differenced Vector Random Fields, Learning Theory Estimates with Observations from General Stationary Stochastic Processes, A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN, On a theorem of gordin, Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments, Singularity among selfsimilar Gaussian random fields with different scaling parameters and others, On a very weak bernoulli condition†, Some asymptotic properties of kriging when the covariance function is misspecified, A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue, STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST, Estimation of traffic matrices in the presence of long memory traffic, Higher-order terms in asymptotic expansion for information loss in quantized random processes, Maximum likelihood estimation for Gaussian process with nonlinear drift, Empirical likelihood methods for discretely observed Gaussian moving averages, Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion), On U-statistics and v. mise? statistics for weakly dependent processes, A note on a theorem of Berkes and Philipp, NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS, On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters, Some Notes on Mutual Information Between Past and Future, Interpolation of spatial data – A stochastic or a deterministic problem?, Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs, Short Range and Long Range Dependence
