scientific article; zbMATH DE number 3221816
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Publication:5509397
zbMATH Open0136.40702MaRDI QIDQ5509397FDOQ5509397
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Publication date: 1962
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Cited In (23)
- Maximum likelihood estimators of parameters of multidimensional stationary Gaussian AR processes
- The distribution of estimates of parameters of multidimensional stationary AR processes
- Asymptotic parameter estimation for a class of linear stochastic systems using Kalman-Bucy filtering
- Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa
- Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
- Estimation of the mean of multivariate AR processes
- D-optimal designs for complex Ornstein-Uhlenbeck processes
- Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
- Complex Wiener-Itô chaos decomposition revisited
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- A conversation with David R. Brillinger
- On multivariate nonlinear regression models with stationary correlated errors
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
- A new instrumental variable estimation for diffusion processes
- Moderate and \(L^p\) maximal inequalities for diffusion processes and conformal martingales
- On one approach to estimation of parameters of a two-dimensional process of linear diffusion in nonstationary case
- Modelling particles moving in a potential field with pairwise interactions and an application
- A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)
- Uniform approximate estimation for nonlinear nonhomogeneous stochastic system with unknown parameter
- Functionals of complex Ornstein-Uhlenbeck processes.
- Le Cam-Stratonovich-Boole theory for Itô diffusions
- On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
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