| Publication | Date of Publication | Type |
|---|
General solutions of the heat equation
Physica A | 2022-08-17 | Paper |
General solution of the Black-Scholes boundary-value problem
Physica A | 2022-07-01 | Paper |
Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods
Physica A | 2022-05-20 | Paper |
General method to solve the heat equation
Physica A | 2018-11-13 | Paper |
Emergence of heavy-tailed skew distributions from the heat equation
Physica A | 2018-11-13 | Paper |
Modeling 2-D AR Processes With Various Regions of Support
IEEE Transactions on Signal Processing | 2018-06-12 | Paper |
Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
A fundamental theorem of algebra, spectral factorization, and stability of two-dimensional systems
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
On the trivariate joint distribution of Brownian motion and its maximum and minimum
Statistics & Probability Letters | 2013-05-13 | Paper |
Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions
Computational Statistics | 2005-05-20 | Paper |
Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space
Multidimensional Systems and Signal Processing | 2003-08-06 | Paper |
Levinson-Durbin algorithm as a Szegö polynomial recursion
Computational Statistics | 2003-02-06 | Paper |
THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models
IEEE Transactions on Signal Processing | 2001-08-09 | Paper |
On the recursive solution of the normal equations of bilateral multivariate autoregressive models
IEEE Transactions on Signal Processing | 2001-07-08 | Paper |
On the symmetric bilateral AR processes
Statistics & Probability Letters | 2000-05-08 | Paper |
| scientific article; zbMATH DE number 1295006 (Why is no real title available?) | 1999-09-07 | Paper |
Solving 2-d wiener filtering problem using the block cholesky decomposition
Communications in Statistics: Theory and Methods | 1999-06-14 | Paper |
A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models
Statistics & Probability Letters | 1998-03-08 | Paper |
| scientific article; zbMATH DE number 804220 (Why is no real title available?) | 1995-11-14 | Paper |
Multivariate maximum entropy spectrum
Journal of Multivariate Analysis | 1993-12-05 | Paper |
Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process
IEEE Transactions on Signal Processing | 1993-11-24 | Paper |
A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
The asymptotic joint distribution of the correlation determinant estimates of an arma process
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
On the asymptotic distributions of the r and s arrays for identifying an arma process
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
| scientific article; zbMATH DE number 89431 (Why is no real title available?) | 1993-01-16 | Paper |
ARMA model identification
Springer Series in Statistics | 1992-09-18 | Paper |
On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors
Journal of Multivariate Analysis | 1991-01-01 | Paper |
ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
Journal of Time Series Analysis | 1991-01-01 | Paper |
A time-domain interpretation of the KL spectrum
IEEE Transactions on Signal Processing | 1991-01-01 | Paper |
Conditional limit theorems under Markov conditioning
IEEE Transactions on Information Theory | 1987-01-01 | Paper |
An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.)
IEEE Transactions on Information Theory | 1986-01-01 | Paper |
