scientific article; zbMATH DE number 3054885

zbMATH Open0036.09705MaRDI QIDQ5794082FDOQ5794082

Publication date: 1949

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

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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

Patterns and structure in systems governed by linear second-order differential equations
Measurement, information and uncertainty
Wiener filtration versus averaging of evoked responses
Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties
Interpolation†
An iterated parametric approach to nonstationary signal extraction
Gabor discretization of the Weyl product for modulation spaces and filtering of nonstationary stochastic processes
A double-stage piecewise recursive filter for real-time applications
Asymptotic behavior of the prediction error for stationary sequences
Cornerstones of sampling of operator theory
The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
A factorization on the semi-infinite interval. I: General theory
Outlier resistant filtering and smoothing
Aspects of prediction
Optimal linear filtering theory and radiative transfer: Comparisons and interconnections
Integral constraints on the accuracy of least-squares estimation
Asymptotics for prediction errors of stationary processes with reflection positivity
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Extremal representation of stationary stochastic processes
Extending the temporal range of psychometric prediction by optimal linear filtering of mental test scores
Correlation memory models - a first approximation in a general learning scheme
Investigations by statistical sequential analysis
Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure
Partitioning filters
A prediction perspective on the Wiener–Hopf equations for time series
Optimal linear extrapolation of realizations of a stochastic process with error filtering in correlated measurements
Doob: A Half-Century on
A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis
Some extensions of linear approximation and prediction problems for stationary processes
Estimation: A brief survey
Discrete-time LQG dynamic controller design using plant Markov parameters
A Factorization problem and the problem of predicting non-stationary vector-valued stochastic processes
A non-linear filter with higher-order weighting functions via invariant imbedding
Robust frequency design of linear stationary systems in aeroautoelastics
Adaptive min-max filtering in spread-spectrum channels with very fast frequency-hop disturbances
Theory of nonlinear systems
Measures of uncertainty and information in computation
Spectral factorization using FFTs for large-scale problems
Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
Inference in stochastic processes-III
On the stochastic dynamics of neuronal interaction
Robust noise attenuation under stochastic noises and worst-case unmodelled dynamics
Frequency-domain approach to the regulation of linear stochastic systems
Stability and least-squares estimation
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
On the functional optimization of a certain class of nonstationary spatial functions
Robust prediction and interpolation for vector stationary processes
Saisonbereinigungsverfahren. Ein Überblick
Encounters with Martingales in Stochastic Control
Least-squares collocation with covariance-matching constraints
A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I
A rapprochement of the theories of radiative transfer and linear stochastic estimation
Some comments on the derivation of the Wiener filter for average evoked potentials
Best prediction in linear models with mixed integer/real unknowns: Theory and application
Rational approximation in linear systems and control
State space representation for arbitrary orthogonal rational functions
Linear quadratic control revisited
On empirical spectral analysis of stochastic processes
Filtering and compression for infinite sets of stochastic signals
Qualitative robustness in time series
Deconvolution by matching pursuit using spline wavelet packets dictionaries
Hereditary laws and nonlinear integral equations on the line
Estimating linear time-invariant models of nonlinear time-varying systems
A Toeplitz algorithm for polynomial \(J\)-spectral factorization
From the underdamped generalized elastic model to the single particle Langevin description
Stochastic image denoising based on Markov-chain Monte Carlo sampling
Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems
On Wiener filtering of certain locally stationary stochastic processes
Spline-based deconvolution
Discrete-time system modelling in \(L_{p}\) with orthonormal basis functions
Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
On linear statistical problems in stochastic processes
Modification of a method using Szegő polynomials in frequency analysis: The \(V\)-process
Best approximation of the identity mapping: The case of variable finite memory
On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview.
On a complete orthonormal system of special functions
On generalized predictive compression of continuous-time signal samples
System identification with generalized orthonormal basis functions
Limits for Szegö polynomials in frequency analysis
A limit theorem for Szegö polynomials with respect to convolution of point masses with the Fejér kernel
Block based deconvolution algorithm using spline wavelet packets
Prediction and smoothing for partially observed Markov chains
Recursive and en-bloc approaches to signal extraction
Theory of optimal control in the works of V.A. Yakubovich
Time-and-frequency approach to navigation information processing
Stochastic analog networks and computational complexity
Algorithms for multidimensional spectral factorization and sum of squares
Linear Kalman-Bucy filter with autoregressive signal and noise
Distribution of roots of random real generalized polynomials
A general Hankel-norm approximation scheme for linear recursive filtering
Strongly bounded holomorphic functions and corresponding PC-fractions
An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities
Recursive Filtering
Polynomial approach to Wiener filtering
Escape time formulation of state estimation and stabilization with quantized intermittent communication
Nonconvex global optimization problems in control theory
In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
Non-Gaussian Bayesian filtering by density parametrization using power moments
On the first degree Fejér-Riesz factorization and its applications to \(X+A^{\ast}X^{-1}A=Q\)
Gaussian process classification: Singly versus doubly stochastic models, and new computational schemes

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