scientific article; zbMATH DE number 3244325
From MaRDI portal
Publication:5531487
zbMath0152.16302MaRDI QIDQ5531487
Publication date: 1967
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
On the relation between additive and multiplicative decompositions of rational matrix functions ⋮ Regular multidimensional stationary time series ⋮ Fourier transforms of stationary processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5603677 Zur Vorhersagetheorie station�rer Operatorfolgen] ⋮ Quasi-isometric measures and their applications ⋮ Extrapolation of stationary random fields via level sets ⋮ Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system ⋮ The factorization problem for nonnegative operator valued functions ⋮ RANDOM AGGREGATION OF UNIVARIATE AND MULTIVARIATE LINEAR PROCESSES ⋮ On operator fractional Lévy motion: integral representations and time-reversibility ⋮ Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence ⋮ Unnamed Item ⋮ On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ Semi-stationary processes ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Random Projection Ensemble Classification with High-Dimensional Time Series ⋮ Explicit formulas for the inverses of Toeplitz matrices, with applications ⋮ Multivariate Wold decompositions: a Hilbert \(A\)-module approach ⋮ Representation theorems in finite prediction, with applications ⋮ Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes ⋮ VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS ⋮ Signal-jamming in the frequency domain ⋮ ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES ⋮ Central limit theorems for time series regression ⋮ The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces ⋮ Asymptotic behavior of the prediction error for stationary sequences ⋮ Variogram calculations for random fields on regular lattices using quadrature methods ⋮ Unnamed Item ⋮ Density in L2(Γ,μ) of Certain Families of Functions on LCA Groups Related to the Multi-Channel Sampling Problem ⋮ Unnamed Item ⋮ Aggregate fluctuations, interest rates, and repeated insurance under private information ⋮ On the asymptotic behavior of a finite section of the optimal causal filter ⋮ Long range dependence of heavy-tailed random functions ⋮ Abstract Stationary Processes ⋮ Aggregate fluctuations, interest rates, and repeated insurance under private information ⋮ Innovative methods for modeling of scale invariant processes ⋮ STATIONARY PROCESSES WITH A FINITE NUMBER OF NON‐ZERO CANONICAL CORRELATIONS BETWEEN FUTURE AND PAST ⋮ Semigroups with Positive Definite Structure ⋮ The Measurability of a Stochastic Process of Second Order and its Linear Space ⋮ Estimation of the asymptotic variance of kernel density estimators for continuous time processes ⋮ Unnamed Item ⋮ On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing ⋮ Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation ⋮ Non-fundamentalness in structural econometric models: a review ⋮ Mixed orthogonality graphs for continuous-time stationary processes ⋮ Laws of large numbers, spectral translates and sampling over LCA groups ⋮ Minimax prediction of random processes with stationary increments from observations with stationary noise ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences ⋮ On minimal splitting subspaces and markovian representations ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY ⋮ Some restrictions of the non-causal impulse response functions ⋮ Homogenization Driven by a Fractional Brownian Motion: The Shear Layer Case ⋮ Multi-scale invariant fields: estimation and prediction ⋮ NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS ⋮ Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences ⋮ Identification of scalar errors-in-variables models with dynamics ⋮ Granger causality and path diagrams for multivariate time series ⋮ Frequency domain estimation of temporally aggregated Gaussian cointegrated systems ⋮ The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case ⋮ Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\) ⋮ A remark on the spectral domain of nonstationary processes ⋮ Ergodic properties of stationary stable processes ⋮ Patterns and structure in systems governed by linear second-order differential equations ⋮ VAR analysis, nonfundamental representations, Blaschke matrices ⋮ Continuous-time fractional ARMA processes ⋮ Lattices of random sets and progressivity ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Weak parallelogram laws on Banach spaces and applications to prediction ⋮ The large deviation principle for hypermixing processes ⋮ Innovations and Wold decompositions of stable sequences ⋮ Conditions for weak dependence for stationary processes ⋮ A limit theory for long-range dependence and statistical inference on related models ⋮ Optimal control in wide-sense stationary continuous-time stochastic models ⋮ Prediction of functions of a stationary process ⋮ On the dynamic shape of aggregated error correction models ⋮ Minimax interpolation of sequences with stationary increments and cointegrated sequences ⋮ Aggregate fluctuations as an information transmission mechanism ⋮ Dynamic consistency of insurance contracts under enforcement by exclusion ⋮ Spectral representation of multivariate regularly varying Lévy and CARMA processes ⋮ Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system ⋮ An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample ⋮ Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators ⋮ Convergence of distributions of correlation function estimation functionals ⋮ Multivariate CARMA processes ⋮ Continuous frame decomposition and a vector Hunt-Muckenhoupt-Wheeden theorem ⋮ A new structure for analyzing discrete scale invariant processes: covariance and spectra ⋮ Weighted \(H^2\) approximation of transfer functions ⋮ Spatial autoregressive and moving average Hilbertian processes ⋮ Automatic spectral density estimation for random fields on a lattice via bootstrap ⋮ Measuring deviations from stationarity ⋮ Gaussian inference on certain long-range dependent volatility models ⋮ An explicit representation of Verblunsky coefficients ⋮ Linear interpolation of a homogeneous random vector field of a continuous argument ⋮ On a condition for minimality of Markovian splitting subspaces ⋮ On the causality between multiple locally stationary processes ⋮ Consistency of subspace methods for signals with almost-periodic components ⋮ The asymptotic variance of subspace estimates. ⋮ Duals of random vectors and processes with applications to prediction problems with missing values ⋮ Identifiability of linear stochastic systems operating under linear feedback
This page was built for publication: