scientific article; zbMATH DE number 3371350
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(28)- Multivariate reciprocal stationary Gaussian processes
- Gauss-Markov processes in the presence of a reflecting boundary and applications in neuronal models
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary
- The joint distribution of running maximum of a Slepian process
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
- Optimal design for linear models with correlated observations
- Optimal designs for comparing regression curves: dependence within and between groups
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
- An optimal Gauss-Markov approximation for a process with stochastic drift and applications
- First passage times for Slepian process with linear and piecewise linear barriers
- Approximating Shepp's constants for the Slepian process
- On the construction of a special class of time-inhomogeneous diffusion processes
- Joint distribution of first exit times of a two dimensional Wiener process with jumps with application to a pair of coupled neurons
- Gaussian processes and neuronal modeling
- Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
- On the exit time from open sets of some semi-Markov processes
- Gaussian conditionally Markov sequences: modeling and characterization
- Optimal designs for regression models with autoregressive errors
- Boundary crossing probabilities for (q,d)-Slepian-processes
- Approximations for the boundary crossing probabilities of moving sums of normal random variables
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary
- Optimal designs in regression with correlated errors
- First passage and first exit times for diffusion processes related to a general growth curve
- The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Optimal stopping of Gauss-Markov bridges
- On the optimal stopping of randomized Gauss-Markov bridges
- Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
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