scientific article; zbMATH DE number 1058611

MaRDI QIDQ4353336zbMATH OpenFDO

Authors Yûichirô Kakihara

Publication date 8 September 1997

zbMATH Keywords

Kalman filtertime seriesharmonic analysisstrong laws of large numberssampling theoremsCramér and Karhunen classesinfinite-dimensional nonstationary stochastic processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) General second-order stochastic processes (60G12)

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Cited in

(27)

• Spectral domains of vector harmonizable processes
• Covariance analysis and associated spectra for classes of nonstationary processes
• On some dilation theorems for positive definite operator valued functions
• Prediction of weakly stationary sequences on polynomial hypergroups
• Aspects of prediction
• Covariance kernel representations of multidimensional second-order stochastic processes
• Characterizations of harmonizable fields
• Stochastic mappings and random distribution fields. II: Stationarity
• Periodically correlated multivariate second order random distribution fields and stationary cross correlatedness
• Inversion formula for diadic wavelet representation of second-order processes
• scientific article; zbMATH DE number 194337 (Why is no real title available?)
• Multivariate self-similar processes: second-order theory
• Stochastic mappings and random distribution fields. III: Module propagators and uniformly bounded linear stationarity.
• Banach space valued weak second order stochastic processes
• Second order connections and stochastic horizontal lifts
• Weakly stationary stochastic processes valued in a separable Hilbert space: Gramian-cramér representations and applications
• On generalized derivative sampling series expansion
• Stochastic mappings and random distribution fields: a correlation approach
• On the loss of orthogonality in the second-order Arnoldi process
• Moment problem with contractive solutions: the regular case
• scientific article; zbMATH DE number 431849 (Why is no real title available?)
• Hilbert and Banach space-valued stochastic processes
• scientific article; zbMATH DE number 1803251 (Why is no real title available?)
• Gramian Schauder basic measures and Gramian uniformly bounded linearly stationary processes
• Radon-Nikodým derivatives of Hilbert space valued measures
• On random normal operators and their spectral measures
• Second-order analysis of improper complex random vectors and processes

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