Minimum error dispersion linear filtering of scalar symmetric stable processes

DOI10.1109/TAC.1978.1101763zbMATH Open0377.93051MaRDI QIDQ4156258FDOQ4156258

Authors: B. W. Stuck 

Publication date: 1978

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (15)

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• Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
• Recursive estimation for regression with infinite variance fractional ARIMA noise
• Inference for some time series models with random coefficients and infinite variance innovations
• Filtering, prediction and simulation methods for noncausal processes
• Linear prediction of ARMA processes with infinite variance
• Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications
• A note on nonstationary arma processes with infinite variance
• Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite \(r\)th moments
• On the stochastic linear regulator problem for systems with infinite invariance
• A note on Model Reference Adaptive System (MRAS) estimate with infinite variance
• Model selection for infinite variance time series
• NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE
• Estimation for regression with infinite variance errors
• State-space models for maxima precipitation

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