scientific article; zbMATH DE number 3244325

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Germ fields for harmonizable symmetric stable processes with rational spectral densities
Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
Normal deviations from the averaged motion for some reaction-diffusion equations with fast oscillating perturbation
On the integral with respect to the tensor product of two random measures
Multivariate regression models for panel data
Asymptotic distribution of the discriminant function
A functional limit theorem for tapered empirical spectral functions
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
A comparison of Kriging with nonparametric regression methods
Identification of scalar errors-in-variables models with dynamics
Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
Ergodic properties of stationary stable processes
Patterns and structure in systems governed by linear second-order differential equations
Wold decomposition, prediction and parameterization of stationary processes with infinite variance
The large deviation principle for hypermixing processes
Innovations and Wold decompositions of stable sequences
Conditions for weak dependence for stationary processes
Optimal control in wide-sense stationary continuous-time stochastic models
Prediction of functions of a stationary process
On the dynamic shape of aggregated error correction models
Aggregate fluctuations as an information transmission mechanism
Dynamic consistency of insurance contracts under enforcement by exclusion
Optimal forecasting of discrete stock and flow data generated by a higher order continuous time system
An exact discrete analog of an open linear non-stationary first-order continuous-time system with mixed sample
Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
Continuous frame decomposition and a vector Hunt-Muckenhoupt-Wheeden theorem
Measuring deviations from stationarity
Linear interpolation of a homogeneous random vector field of a continuous argument
On a condition for minimality of Markovian splitting subspaces
Identifiability of linear stochastic systems operating under linear feedback
Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications
A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities
Forecasting discrete stock and flow data generated by a second order continuous time system
Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
Almost periodically unitary stochastic processes
Forecasting time series with common seasonal patterns (with discussion)
A remark on robustness of linear best estimates
Spectral integrals of operator-valued functions. II: From the study of stationary processes
On univariate time series methods and simultaneous equation econometric models
On the structure of moving average processes
Equivalence of two notions of continuity for stationary continuous-time information sources
On the square root of a positive B( X X^*)-valued function
A convergence theorem for spectral factorization
Infinite-variate wide-sense Markov processes and functional analysis for bounded operator-forming vectors
A limit theorem for turbulent diffusion
A test for adequency of the regression model with application to data concerning the Caspian Sea
On the Granger representation theorem: A counter example?
Discrete time representation of stationary and non-stationary continuous time systems
The estimation of systems of joint differential-difference equations
Discrete and continuous time cointegration
A remark on the spectral domain of nonstationary processes
VAR analysis, nonfundamental representations, Blaschke matrices
Continuous-time fractional ARMA processes
Lattices of random sets and progressivity
A limit theory for long-range dependence and statistical inference on related models
Weighted \(H^2\) approximation of transfer functions
Gaussian inference on certain long-range dependent volatility models
The asymptotic variance of subspace estimates.
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
On the ill-conditioning of subspace identification with inputs
Spectral theory of a class of canonical differential systems
Asymptotics for prediction errors of stationary processes with reflection positivity
Asymptotics for the partial autocorrelation function of a stationary process
On the regularity of spectral densities of continuous-time completely linearly regular processes
Measuring nonfundamentalness for structural VARs
The consequences of misspecification in time series processes
A note on backward prediction for multivariate ARMA processes
Passive tracer in non-Markovian, Gaussian velocity field
Optimal transformations for prediction in continuous-time stochastic processes: finite past and future
A nonnested approach to testing continuous time models against discrete alternatives
The parametrix method approach to diffusions in a turbulent Gaussian environment
Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
Extremal exponents of random dynamical systems do not vanish
A law of the iterated logarithm for an estimate of frequency
Critical Ornstein-Uhlenbeck processes
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
A physical basis for Krein's prediction formula
Maximum of entropy and extension of covariance matrices for periodically correlated and multivariate processes.
Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes.
On the maximum workload of a queue fed by fractional Brownian motion.
Stable stationary processes related to cyclic flows.
Correlation and spectral theory for periodically correlated random fields indexed on \(\mathbb Z^{2}\)
Lyapunov exponents of Poisson shot-noise velocity fields.
On the Schmidt pairs of multivariable Hankel operators and robust control
A characterization of mixing processes of type G
A note on the two assumptions of standard unobserved components models
Szegő's theorem and its probabilistic descendants
Multivariate prediction and matrix Szegő theory
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Conditions for the completeness of the spectral domain of a harmonizable process
Covariance matrix estimation for estimators of mixing weak ARMA models
On multivariate fractional random fields: tempering and operator-stable laws
A new type of conditioning of stationary fields and its application to the spectral simulation approach in geostatistics
The anatomy of sentiment-driven fluctuations
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
Under the same (Chole)sky: DNK models, timing restrictions and recursive identification of monetary policy shocks
On minimax interpolation of stationary sequences
Analytic policy function iteration
The generalized Langevin equation in harmonic potentials: anomalous diffusion and equipartition of energy
AP-frames and stationary random processes

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