scientific article; zbMATH DE number 3038819
From MaRDI portal
Publication:5778368
Cited in
(25)- Statistical signal extraction using stable processes
- Robust prediction and interpolation for vector stationary processes
- Qualitative robustness in time series
- Robust Wiener filters
- Signal extraction: experimental evidence
- Stationary determinantal processes on \({\mathbb{Z}}^d\) with \(N\) labeled objects per site. I: Basic properties and full domination
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries
- Stability of trigonometric approximation in \(L^p\) and applications to prediction theory
- Some extensions of linear approximation and prediction problems for stationary processes
- A new method for constructing invariant subspaces
- Über die Struktur stationärer zufälliger Funktionen
- Covariance matrix estimation for stationary time series
- Stochastic filtering methods in electronic trading
- Linear rigidity of stationary stochastic processes
- Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
- General convergence result for continuous-discrete feedback particle filter
- Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
- Functional lagged regression with sparse noisy observations
- Encounters with Martingales in Stochastic Control
- Autoregressive approximations to nonstationary time series with inference and applications
- The optimal causal linear predictor is not Turing computable
- Shedding light on uncertainties in machine learning: formal derivation and optimal model selection
- Deep learning generalization and the convex hull of training sets
- Improved frequency selective filters
- Introduction to the special issue on statistical signal extraction and filtering
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5778368)