scientific article; zbMATH DE number 3553610

MaRDI QIDQ4127232zbMATH OpenFDO

Authors Anatolii V. Skorokhod

Publication date 1975

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited in

(33)

• A quasiinvariant smooth measure on the diffeomorphism group of a domain
• Borel measures in the space \(R^{\alpha}\)
• Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
• Fibering method in some probabilistic problems
• scientific article; zbMATH DE number 769880 (Why is no real title available?)
• Two mathematical problems of canonical quantization. I
• Two mathematical problems of canonical quantization. II.
• Limiting processes for measures in a Hilbert space relative to different kinds of convergence
• Admissible shifts of the Cauchy measure
• Likelihood ratios for signals in additive white noise
• Absolute continuity of smooth measures
• Integral operators generated by H-continuous measures
• Banach manifolds with bounded structure and the Gauss-Ostrogradskii formula
• Stochastic approximation of Banach-valued random variables with smooth distributions
• On the integrability of logarithmic derivatives of measures.
• Characteristic functionals of probabilistic measures in DS-groups and related topics
• Cauchy problem for stochastic Liouville equation with randomly variable Hamiltonian of perturbations in the form of a bounded operator
• Shifts of Feynman measure along vector fields
• A. V. Skorokhod's works related to investigations of probability distributions in infinitely dimensional spaces
• Transformations of Feynman integrals under nonlinear transformations of the phase space
• Construction of non-Gaussian surface measures by Malliavin's method
• Certain extremal problem in a measure space
• Laplacian generated by the Gaussian measure and ergodic theorem
• Topological transformation groups of manifolds over non-Archimedean fields, their representations, and quasi-invariant measures. I.
• Three problems of Aronszajn in measure theory
• Asymptotics of H-continuous and H-differentiable measures in Hilbert space
• Value of a convex functional
• Statistical estimation of a logarithmic derivative measure in a Hilbert space
• Differentiability of measures in the sense of Skorokhod and related properties
• Orthogonal decomposition of the Gaussian measure
• Biorthogonal analogue of the Hermite polynomials and the inversion of the Fourier transform with respect to a non-Gaussian measure
• Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
• Surface measures in infinite-dimensional spaces

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