scientific article; zbMATH DE number 3259552

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Some asymptotic formulas for the Bogoliubov Gaussian measure
Construction of non-Gaussian random fields with any given correlation structure
A note on the higher moments of the Euler characteristic of the excursion sets of random fields
Long-term fading channel estimation from sample covariances
On expected number of real zeros of a random hyperbolic polynomial with dependent coefficients
Structural, continuity, and asymptotic properties of a branching particle system
Symmetric Laplace transform and its application to parametric identification of linear systems
Sojourns and extremes of Fourier sums and series with random coefficients
Identification and optimal estimation of random fields from scattered pointwise data
Some limit theorems for Walsh-harmonizable dyadic stationary sequences
Stationary min-stable stochastic processes
Asymptotic normality of spectral estimates
Expectations equilibria with dispersed forecasts
A comparison of Kriging with nonparametric regression methods
Notes regarding the local properties of the sample functions of random processes
Identification of non-minimum phase linear stochastic systems
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
A limit theorem for the number of intersections of a curvilinear level by a stationary Gaussian process
Limit distributions of certain functionals of homogeneous isotropic Gaussian fields with strong dependency
Clipped Gaussian processes are never M-step Markov
The problem of averaging random structures in terms of distribution functions
Stochastic eigenvalue problems for differential equations
Hölder continuity of sample paths in Euclidean field theory
Estimation of pulse heights and arrival times
Differential geometry of C^ helices in Hilbert space
Analysis of a general recursive prediction error identification algorithm
The level-crossing rate and above-level duration time of the intensity of a Gaussian random process
Asymptotic properties of Gaussian processes
On helical and Delta-helical surfaces in Hilbert space
Detection techniques in least squares identification
A non-parametric approach to smoothing by aggregation over preferences
On crossings of Gaussian fields
Limit theorems for strongly mixing stationary random measures
On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Complex random fields
Bandlimited processes and certain nonlinear transformations
Characteristics of trajectories of a field generated by randomly distributed sources
Excursions above high levels by Gaussian random fields
Nonlinear stochastic differential equations
On preservation of mean square continuity under zero memory non-linear transformations
The exact distribution of extremes of a non-Gaussian process
Hardware simulation of semi-Markov and related processes. I: A versatile generator
Life expectancy under random censorship
Model approximations via prediction error identification
The distribution of values of trigonometric sums with linearly independent frequencies: Kac's problem revisited
On the distribution of tail array sums for strongly mixing stationary sequences
Testing appearance of linear trend
On the number of currencies needed to implement the complete asset market allocation
Wavelets and stochastic processes
On the excursion random measure of stationary processes
Local maxima of a random trigonometric polynomial
On autocorrelation estimation in mixed-spectrum Gaussian processes
Approximation of local times of Gaussian surfaces
Continuous-time fractional ARMA processes
Existence of minimum upcrossing controllers
Level crossings of absolutely continuous stationary symmetric -stable processes
Improved asymptotics for zeros of kernel estimates via a reformulation of the Leadbetter-Cryer integral
Accurate rates of density estimators for continuous-time processes
Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
An explicit form of limit distribution with weight for the Lerch zeta-function in the space of analytic functions
A stochastic model for the development and immunological control of a class of parasites of sheep
Local optimization of observed points with no need to observations
Projections on spherical cones, maximum of Gaussian fields and Rice's method.
On a minimum correlation problem.
On convergence of the uniform norms for Gaussian processes and linear approximation problems
Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
On excursion sets, tube formulas and maxima of random fields.
Identification of continuous-time AR processes from unevenly sampled data
Stationary and self-similar processes driven by Lévy processes
Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
Variance of the number of zeroes of shift-invariant Gaussian analytic functions
Prediction intervals for integrals of Gaussian random fields
Inference for time-varying signals using locally stationary processes
A Bohr-Jessen type theorem for the Epstein zeta-function
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
Correlation based passive imaging with a white noise source
Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional
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
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
Expected number and height distribution of critical points of smooth isotropic Gaussian random fields
Real zeros of a class of hyperbolic polynomials with random coefficients
Normalizing bispectra
Matched shapes for uniform sampling
On the distribution of the maximum of a Gaussian field with \(d\) parameters
Estimating the probability of an event related to the moment when a random process first reaches a given level
Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
On estimating the rate of return
Testing monotonicity of regression.
On smoothness properties of spatial processes
Elliptic self-similar stochastic processes
Local minima escape transients by stochastic gradient descent algorithms in blind adaptive equalizers
Random polynomials with complex coefficients
Phase space transport and control of escape from a potential well

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