On linear statistical problems in stochastic processes
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Cites work
- A Problem in Optimum Filtering with Finite Data
- Densities for Stochastic Processes
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- Mixed Model Variance Analysis with Normal Error and Possibly Non-Normal Other Random Effects: Part I: The Univariate Case
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Cited in
(17)- On some properties of Gaussian channels
- On generalized signal-to-noise ratios in quadratic detection
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters
- Equivalence of Gaussian measures for some nonstationary random fields
- Statistical inference on the Hilbert sphere with application to random densities
- Integration of covariance kernels and stationarity
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- The Rényi distances of Gaussian measures.
- Maximum likelihood principle and I-divergence: continuous time observations.
- Evidential inference for diffusion-type processes
- Iterative solution of the best linear extrapolation problem in multidimensional stationary random sequences
- The efficiency of estimates in stationary autoregressive series
- Inference in stochastic processes-III
- On the estimation of the regression coefficients of a continuous parameter process with stationary residual
- Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
- Capacity of dimension-limited channels
- CLT in functional linear regression models
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