| Publication | Date of Publication | Type |
|---|
Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
| Filtering problems with exponential criteria for general Gaussian signals | 2014-09-19 | Paper |
Filtering problems with exponential criteria for general Gaussian signals
(available as arXiv preprint) | 2014-09-19 | Paper |
Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Statistics & Probability Letters | 2014-06-05 | Paper |
Risk sensitive and LEG filtering problems are not equivalent
Systems & Control Letters | 2010-10-18 | Paper |
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
On the Linear-Exponential Filtering Problem for General Gaussian Processes
SIAM Journal on Control and Optimization | 2009-11-27 | Paper |
| Asymptotically optimal filtering in linear systems with fractional Brownian noises | 2009-11-16 | Paper |
| Asymptotically optimal filtering in linear systems with fractional Brownian noises | 2009-11-16 | Paper |
| About Gaussian filtering problems with general exponential quadratic criteria | 2009-02-05 | Paper |
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2006-03-09 | Paper |
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2145174 (Why is no real title available?) | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2134056 (Why is no real title available?) | 2005-02-15 | Paper |
Some explicit statistical results about elementary fractional type models.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
Journal of Applied Mathematics and Stochastic Analysis | 2003-06-23 | Paper |
About the linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
About the linear-quadratic regulator problem under a fractional Brownian perturbation
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
Statistical analysis of the fractional Ornstein--Uhlenbeck type process
Statistical Inference for Stochastic Processes | 2003-03-10 | Paper |
Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
Statistical Inference for Stochastic Processes | 2003-03-10 | Paper |
A Cameron-Martin type formula for general Gaussian processes--a filtering approach
Stochastics and Stochastic Reports | 2002-11-03 | Paper |
Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals
Journal of Applied Mathematics and Stochastic Analysis | 2002-06-30 | Paper |
| An elementary approach to filtering in systems with fractional Brownian observation noise | 2002-04-28 | Paper |
Parameter estimation and optimal filtering for fractional type stochastic systems
Statistical Inference for Stochastic Processes | 2001-08-17 | Paper |
General approach to filtering with fractional brownian noises — application to linear systems
Stochastics and Stochastics Reports | 2001-07-02 | Paper |
On stochastic approximation procedures with averaging
Theory of Probability and its Applications | 2001-05-02 | Paper |
A note on the synthesis of nonquadratic optimal control in a one-dimensional linear system
Journal of Mathematical Analysis and Applications | 2001-02-21 | Paper |
Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
Sequential Analysis | 2000-12-07 | Paper |
Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
| scientific article; zbMATH DE number 1304830 (Why is no real title available?) | 2000-02-15 | Paper |
| scientific article; zbMATH DE number 1066301 (Why is no real title available?) | 1999-06-07 | Paper |
| scientific article; zbMATH DE number 1293593 (Why is no real title available?) | 1999-05-31 | Paper |
Une approche de type girsanov pour le filtrage dans un système linéaire simple avec bruit brownien fractionnaire
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-02-18 | Paper |
Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion
Statistics & Probability Letters | 1998-12-15 | Paper |
Averaging with feedback in Gaussian schemes for stochastic approximation
Mathematical Methods of Statistics | 1998-03-22 | Paper |
Some results about averaging in stochastic approximation
Metrika | 1996-04-08 | Paper |
Averaging for estimating covariances in stochastic approximation
Mathematical Methods of Statistics | 1995-11-29 | Paper |
About the averaging approach in Gaussian schemes for stochastic approximation
Mathematical Methods of Statistics | 1994-10-10 | Paper |
A generalization of the Kalman filter to models with infinite variance
Stochastic Processes and their Applications | 1994-07-14 | Paper |
About Gaussian schemes in stochastic approximation
Stochastic Processes and their Applications | 1994-04-27 | Paper |
On the stochastic linear regulator problem for systems with infinite invariance
Systems & Control Letters | 1994-03-24 | Paper |
Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters
MCSS. Mathematics of Control, Signals, and Systems | 1994-01-26 | Paper |
| scientific article; zbMATH DE number 98166 (Why is no real title available?) | 1993-01-17 | Paper |
Adaptive control in the scalar linear-quadratic model in continuous time
Statistics & Probability Letters | 1992-06-28 | Paper |
About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression
Statistics & Probability Letters | 1992-06-27 | Paper |
Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications
MCSS. Mathematics of Control, Signals, and Systems | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4179271 (Why is no real title available?) | 1990-01-01 | Paper |
On the bias of the least squares estimator for the first order autoregressive process
Annals of the Institute of Statistical Mathematics | 1989-01-01 | Paper |
Laws of large numbers for semimartingales with applications to stochastic regression
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4113782 (Why is no real title available?) | 1989-01-01 | Paper |
Order of convergence of regression parameter estimates in models with infinite variance
Journal of Multivariate Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4046791 (Why is no real title available?) | 1988-01-01 | Paper |
A note on maximum likelihood estimation for the complex-valued first- order autoregressive process
Statistics & Probability Letters | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4058538 (Why is no real title available?) | 1988-01-01 | Paper |
A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression
Statistics & Probability Letters | 1987-01-01 | Paper |
Strong consistency of least squares estimates in linear regression models driven by semimartingales
Journal of Multivariate Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3980139 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3938373 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3967672 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4078573 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3901748 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3892415 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3883343 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3772802 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3720098 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3619206 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3619206 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3642439 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3552348 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3564827 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3575446 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3549912 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3515348 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3454634 (Why is no real title available?) | 1974-01-01 | Paper |
