The following pages link to Alain Le Breton (Q340782):
Displaying 50 items.
- (Q180859) (redirect page) (← links)
- Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes (Q340784) (← links)
- A generalization of the Kalman filter to models with infinite variance (Q689167) (← links)
- Risk sensitive and LEG filtering problems are not equivalent (Q709275) (← links)
- On the bias of the least squares estimator for the first order autoregressive process (Q909399) (← links)
- Strong consistency of least squares estimates in linear regression models driven by semimartingales (Q1092578) (← links)
- Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
- A note on maximum likelihood estimation for the complex-valued first- order autoregressive process (Q1113596) (← links)
- Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications (Q1176540) (← links)
- About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression (Q1181124) (← links)
- Adaptive control in the scalar linear-quadratic model in continuous time (Q1185540) (← links)
- Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion (Q1265972) (← links)
- On the stochastic linear regulator problem for systems with infinite invariance (Q1315954) (← links)
- About Gaussian schemes in stochastic approximation (Q1318334) (← links)
- About the averaging approach in Gaussian schemes for stochastic approximation (Q1332122) (← links)
- Averaging with feedback in Gaussian schemes for stochastic approximation (Q1376537) (← links)
- New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences (Q1394558) (← links)
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201) (← links)
- A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression (Q1819463) (← links)
- Order of convergence of regression parameter estimates in models with infinite variance (Q1822874) (← links)
- Statistical analysis of the fractional Ornstein--Uhlenbeck type process (Q1862204) (← links)
- Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises (Q1862205) (← links)
- Some explicit statistical results about elementary fractional type models. (Q1875529) (← links)
- Averaging for estimating covariances in stochastic approximation (Q1894109) (← links)
- Some results about averaging in stochastic approximation (Q1902154) (← links)
- A note on the synthesis of nonquadratic optimal control in a one-dimensional linear system (Q1972555) (← links)
- Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process (Q2452875) (← links)
- General approach to filtering with fractional brownian noises — application to linear systems (Q2706908) (← links)
- On Stochastic Approximation Procedures with Averaging (Q2711148) (← links)
- (Q2769687) (← links)
- (Q3048007) (← links)
- (Q3159196) (← links)
- Filtering problems with exponential criteria for general Gaussian signals (Q3190954) (← links)
- (Q3202934) (← links)
- (Q3217378) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- (Q3645228) (← links)
- On the Linear-Exponential Filtering Problem for General Gaussian Processes (Q3648547) (← links)
- (Q3680005) (← links)
- (Q3709716) (← links)
- (Q3734867) (← links)
- (Q3744975) (← links)
- (Q3784925) (← links)
- (Q3793437) (← links)
- (Q3809085) (← links)
- (Q3909766) (← links)
- (Q3953036) (← links)
- (Q4022352) (← links)
- (Q4094738) (← links)
- (Q4124056) (← links)