scientific article; zbMATH DE number 3259552
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Publication:5544740
zbMATH Open0162.21102MaRDI QIDQ5544740FDOQ5544740
Authors: M. Ross Leadbetter, Harald Cramér 
Publication date: 1967
Title of this publication is not available (Why is that?)
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
- On the distribution of tail array sums for strongly mixing stationary sequences
- Normalizing bispectra
- The level crossings of random polynomials
- Identification of non-minimum phase linear stochastic systems
- Limit theorems in the space of analytic functions for the Hurwitz zeta-function with an algebraic irrational parameter
- A limit theorem for the Hurwitz zeta-function with algebraic irrational parameter
- Existence of minimum upcrossing controllers
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- A class of limiting distributions of high level excursions of Gaussian processes
- High level sojourns for strongly dependent Gaussian processes
- Testing appearance of linear trend
- Some examples of application of the metric entropy method
- Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
- Nodal intersections for arithmetic random waves against a surface
- Nodal intersections of random eigenfunctions against a segment on the 2-dimensional torus
- Assessing multivariate normality: a compendium
- Random polynomials
- Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results
- A provably efficient algorithm for dynamic storage allocation
- Inverse acoustic scattering problem in half-space with anisotropic random impedance
- Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values
- On the formula of Mathews and Salam
- Spectral estimation of Gaussian random circles and spheres
- Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
- Crossings of second-order response processes subjected to LMA loadings
- Size distribution of fractured areas in one-dimensional systems
- The average number of level crossings of a random algebraic polynomial
- Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
- Value distribution of the Lerch zeta-function with algebraic irrational parameter. III
- Modeling sea-level change using errors-in-variables integrated Gaussian processes
- Random Sets: Models and Statistics
- Remembering Ross Leadbetter: some personal recollections
- Asymptotic normality of spectral estimates
- On weak convergence of functionals of stochastic processes with continuously differentiable paths
- Semi-groups of operators and stationary Gaussian processes
- Inverse scattering problem for a two dimensional random potential
- Continuous-time fractional ARMA processes
- Accurate rates of density estimators for continuous-time processes
- Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems
- Change point tests for the tail index of \(\beta\)-mixing random variables
- Level Crossings of a Random Polynomial with Hyperbolic Elements
- Geometrical characteristics of Gaussian sea waves
- The joint universality of Dirichlet \(L\)-functions and Lerch zeta-functions
- On a minimum correlation problem.
- Identification of continuous-time AR processes from unevenly sampled data
- Title not available (Why is that?)
- Topology-guided sampling of nonhomogeneous random processes
- Expected number of real zeros of Gaussian self-reciprocal random algebraic polynomials
- Nonlinear hyperbolic wave propagation in a one-dimensional random medium
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