Pages that link to "Item:Q5332895"
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The following pages link to On the Problem of the Equivalence of Probability Measures Corresponding to Stationary Gaussian Processes (Q5332895):
Displayed 39 items.
- The Mackenhoupt condition and an estimating problem (Q292331) (← links)
- Estimation of a function observed in a stationary noise: discretization (Q504007) (← links)
- The problem of compensation (Q677249) (← links)
- Fluctuations in the averaging scheme for differential equations with random pulsed action (Q916208) (← links)
- A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I (Q946786) (← links)
- Large deviations for sums of random variables related to a chain (Q1088281) (← links)
- Sufficient statistics in problems of extrapolation of stationary sequences (Q1102684) (← links)
- Statistical estimation of the multivariate parameter of spectral density. I (Q1124253) (← links)
- Estimates of linear regression coefficients on a homogeneous random field (Q1135599) (← links)
- Estimation of cumulants and large deviations for certain nonlinear transformations of a stationary Gaussian process (Q1149175) (← links)
- An invariance principle for estimating the correlation function of a homogeneous random field (Q1151706) (← links)
- Generalized analytic continuation by symmetry (Q1152496) (← links)
- Markov property of random fields (Q1153612) (← links)
- Prediction of random processes and the factorization of operator functions (Q1214718) (← links)
- Invariant subspaces in the theory of operators and theory of functions (Q1234471) (← links)
- On two selected topics connected with stochastic systems theory (Q1237753) (← links)
- Unit-time average of the quantity of information contained in one stationary Gaussian process about another (Q1239966) (← links)
- Innovative processes and the factorization problem (Q1244936) (← links)
- Lectures on the shift operator (Q1258075) (← links)
- Asymptotic properties of some classes of \(M\)-estimates (Q1280904) (← links)
- Accuracy analysis of statistical linearization methods applied to nonlinear dynamical systems (Q1372452) (← links)
- A martingale approach to homogenization of unbounded random flows (Q1381572) (← links)
- Absolutely regular trajectories in Hilbert space (Q1393820) (← links)
- Estimation of a function observed with a stationary error (Q1575999) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- Adaptive estimation of function observed in Gaussian stationary noise (Q1746417) (← links)
- An interpolation algorithm for multivariate ARMA processes (Q1758760) (← links)
- Applicability of the Laplace transform to the investigation of linear stochastic systems (Q1846309) (← links)
- A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise (Q2199138) (← links)
- An estimation of function in Gaussian stationary noise: new spectral condition (Q2206303) (← links)
- Estimation of a vector-valued function in a stationary Gaussian noise (Q2246222) (← links)
- Investigations by statistical sequential analysis (Q2531196) (← links)
- Estimation of a function in a Gaussian stationary noise (Q2684716) (← links)
- Estimates of functionals constructed from random sequences with periodically stationary increments (Q3120620) (← links)
- Estimation of unknown parameters of an almost periodic function in the presence of noise. I (Q3704780) (← links)
- Convergence of empirical estimates in stochastic optimization problems (Q4007387) (← links)
- JH-singularity and JH-regularity of multivariate stationary processes over LCA groups (Q5013240) (← links)
- (Q5651966) (← links)
- On a simple estimate of correlations of stationary random sequences (Q5681438) (← links)