scientific article; zbMATH DE number 3259552

zbMATH Open0162.21102MaRDI QIDQ5544740FDOQ5544740

Authors: M. Ross Leadbetter, Harald Cramér

Publication date: 1967

Title of this publication is not available (Why is that?)

zbMATH Keywords

probability theory

Cited In (only showing first 100 items - show all)

Mathematical analysis of some iterative methods for the reconstruction of memory kernels
Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires. (Approximation of local times of stationary Gaussian processes by regularization of trajectories)
A stochastic Remes algorithm
A random field model for estimating the content of soil layers
Statistical causality and separable processes
Stochastic eigenvalue problems for differential equations
Structural, continuity, and asymptotic properties of a branching particle system
Asymptotic behavior of the prediction error for stationary sequences
Space and spectral domain relative entropy for homogeneous random fields
Hölder continuity of sample paths in Euclidean field theory
Gaussian sample functions and the Hausdorff dimension of level crossings
Level sets of random fields and applications: specular points and wave crests
Granger causality from quantized measurements
Backward representation of Markov jump processes and related problems. II. Optimal nonlinear estimation
Characterization of random microstructural stresses and fracture estimation
Projections on spherical cones, maximum of Gaussian fields and Rice's method.
Long-term fading channel estimation from sample covariances
Scalar curvature and $Q$-curvature of random metrics
Wave intensities and slopes in Lagrangian seas
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Convergence analysis of smoothed stochastic gradient-type algorithm
Extreme value theory for continuous parameter stationary processes
On expected number of real zeros of a random hyperbolic polynomial with dependent coefficients
Elliptic self-similar stochastic processes
Symmetric Laplace transform and its application to parametric identification of linear systems
Some bounds for the expected number of level crossings of symmetric harmonizable p-stable processes
Asymptotic behavior of conditional laws and moments of $\alpha$-stable random vectors, with application to upcrossing intensities
On the Fourier series of a stationary process. II
Analysis of a general recursive prediction error identification algorithm
A Bayesian approach to flexible modeling of multivariable response functions
Generalized level crossings and tangencies of a random field with smooth sample functions
Real zeros of a class of hyperbolic polynomials with random coefficients
Identification and optimal estimation of random fields from scattered pointwise data
Argumentwise invariant kernels for the approximation of invariant functions
Level crossings of absolutely continuous stationary symmetric $\alpha$-stable processes
Multiple Wiener-Itô integral expansions for level-crossing-count functionals
Asymptotic Poisson character of extremes in non-stationary Gaussian models
High-accuracy control systems with singular perturbations
Extending the volatility concept to point processes
Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Parameter estimation
A non-parametric approach to smoothing by aggregation over preferences
Some limit theorems for Walsh-harmonizable dyadic stationary sequences
Expectations equilibria with dispersed forecasts
Excursions above high levels by Gaussian random fields
Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
Limiting distribution of sums of nonnegative stationary random variables
Notes regarding the local properties of the sample functions of random processes
On joint universality of periodic Hurwitz zeta-functions
On the distribution of the eigenvalues of the Schrödinger equation with a random potential
Crossings of a random trigonometric polynomial
Model approximations via prediction error identification
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
On real zeros of self-similar random Gaussian polynomials with decreasing variances: apparition of a phase transition
On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
A spatial skew-Gaussian process with a specified covariance function
Convergence types and rates in generic Karhunen-Loève expansions with applications to sample path properties
Statistical estimation for stationary models with tapered data
Statistical inference for stationary linear models with tapered data
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
Convergence of empirical estimates in stochastic optimization problems
Asymptotic variance and CLT for the number of zeros of Kostlan Shub Smale random polynomials
On mixed joint discrete universality for a class of zeta-functions. II
Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers
A Bohr-Jessen type theorem for the Epstein zeta-function
Random polynomials with complex coefficients
On the admissibility of spherical spatial covariance functions in higher dimensions
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
Variation of the Nazarov-Sodin constant for random plane waves and arithmetic random waves
Matched shapes for uniform sampling
On the absolute continuity of random nodal volumes
A Bohr-Jessen type theorems for the Epstein zeta-function: III
Correlation based passive imaging with a white noise source
Phase space transport and control of escape from a potential well
On the monofractality of many stationary continuous Gaussian fields
Random planar shapes and their statistical recognition
Gaussian process modeling with inequality constraints
Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional
Estimating the probability of an event related to the moment when a random process first reaches a given level
Minimax results for estimating integrals of analytic processes
Isotropic random fields with infinitely divisible marginal distributions
Specific optimal estimation of special Markov jump processes
Conditions for the finiteness of the moments of the volume of level sets
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
Multivariate Hadamard self-similarity: testing fractal connectivity
Stationary increments harmonizable stable fields: upper estimates on path behaviour
Inverse scattering for a random potential
Joint universality of periodic zeta-functions with multiplicative coefficients
Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
Binomial-${\chi^2}$ Vector Random Fields
An inverse random source problem for Maxwell's equations
BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE
Diophantine Gaussian excursions and random walks
Variance linearity for real Gaussian zeros
Real zeroes of random analytic functions associated with geometries of constant curvature
Nuclear estimators of the correlation function and power spectrum of a stochastic process with measurements at random times
Estimate of the correlation function of a random process during measurements at random moments of time
Asymptotic normality of high level-large time crossings of a Gaussian process
Inverse Random Potential Scattering for Elastic Waves

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