An Explicit Representation of a Stationary Gaussian Process

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(56)

An asymptotic decomposition for multivariate distribution-free tests of independence
Comparison results for the lower tail of Gaussian seminorms
Limit theorems for the square integral of Brownian motion and its increments
Some specific contiguous alternatives to the normal error assumption in linear models
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Tests for multivariate normality -- a critical review with emphasis on weighted L^2-statistics
Tail behaviour of Gaussian processes with applications to the Brownian pillow.
A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions
Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models
Frechet-Volterra variational equations, boundary value problems, and function space integrals
A representation of Gaussian processes
Existence and uniqueness of solution of some function-space differential equations. II
A Karhunen-Loève expansion for a mean-centered Brownian bridge
On Toeplitz forms and stationary processes
Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields
Quantifying initial and wind forcing uncertainties in the gulf of Mexico
A flexible uncertainty quantification method for linearly coupled multi-physics systems
Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems
Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
On a cramér-von mises type statistic for testing bivariate independence
A test for bivariate symmetry based on the empirical distribution function
An iterative stochastic ensemble method for parameter estimation of subsurface flow models
Zu einem Satz über Verteilungen quadratischer Formen in HILBERTräumen
A Note on Uniform Convergence of Stochastic Processes
A nonparametric test for bivariate circular symmetry based on the empirical cdf
Multiresolution Hilbert approach to multidimensional Gauss-Markov processes
Tests of randomness in two dimensions
A STUDY OF TIME‐SHIFTED SIGNALS AND THEIR EXPANSIONS
A weighted cramer-von mises statistic derived from a decomposition of the anderson-darling statistic
A new omnibus test of fit based on a characterization of the uniform distribution
Statistics of work performed by optical tweezers with general time-variation of their stiffness
Karhunen-Loève expansions of Lévy processes
A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
A cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential cases
Fluctuations from the Nonequilibrium Steady State
scientific article; zbMATH DE number 3223990 (Why is no real title available?)
On the Fourier Expansion of Stationary Random Processes
Asymptotic properties of Cramer-Smirnov statistics. A new approach
Stochastic processes and statistical inference
Stochastic processes and statistical inference
The test of exponentiality based on the mean residual life function revisited
On Goodness of Fit for Operational Risk
A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
L₂-small ball asymptotics for Gaussian random functions: a survey
On Cramér-von Mises type test based on local time of switching diffusion process
A uniform asymptotic expansion for weighted sums of exponentials
A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries
A Karhunen-Loève theorem for random flows in Hilbert spaces
Qualifying drug dosing regimens in pediatrics using Gaussian processes
Approximation of random evolution equations of parabolic type
Fractional approximation of time separating stochastic processes by neural networks of compact support
Distribution free goodness-of-fit tests for linear processes
Application of the separability assumption on the statistics of linear SDOF systems under squared Gaussian excitation
A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables

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