scientific article; zbMATH DE number 3054885

zbMATH Open0036.09705MaRDI QIDQ5794082FDOQ5794082

Publication date: 1949

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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)

Approximation and Variance
NONLINEAR FILTERING OF SMOOTH SIGNALS
Minimax-robust filtering problem for stochastic sequences with stationary increments
An approach to robust control design
Stochastic processes and statistical inference
Low frequency filtering and real business cycles
Kernel methods in system identification, machine learning and function estimation: a survey
Computing the Hilbert Transform on the Real Line
Prediction theory and Fourier series in several variables
Prediction theory and Fourier series in several variables. II
Incomplete information equilibria: separation theorems and other myths
A fuzzy neural network based extended Kalman filter
Robust Wiener filters
Kawahara solitons in Boussinesq equations using a robust Christov-Galerkin spectral method
Interpolation of functionals of stochastic sequences with stationary increments
Detection of rolling element bearing defects by adaptive filtering
Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
Differential equations in control synthesis problems. I: Ordinary systems
Estimation and detection theory for multiple stochastic processes
On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations
On multivariable matrix spectral factorization method
Structure and entropy for positive-definite Toeplitz kernels on free semigroups
Deterministic least squares filtering.
Robust Kalman filtering for uncertain discrete-time systems with probabilistic parameters bounded within a polytope
Monte Carlo technique for prediction and filtering of non-linear stochastic processes
Real orthogonal polynomials in frequency analysis
OPUC on one foot
Asymptotic properties of zeros of orthogonal rational functions
Interacting localized waves for the regularized long wave equation via a Galerkin spectral method
Asymptotically fast solution of Toeplitz and related systems of linear equations
The origins of kriging
A new method for constructing invariant subspaces
On sequential data assimilation for scalar macroscopic traffic flow models
Fast QR factorization of Vandermonde matrices
Linear prediction in functional data analysis
Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
An iterative LMI-based reduced-order observer design for fractional-order chaos synchronization
GP-DEMO: differential evolution for multiobjective optimization based on Gaussian process models
Interaction of solitons in a Boussinesq equation with dissipation
Extrapolation of periodically correlated stochastic processes observed with noise
Covariance factorisation and abstract representation of generalised random fields
Control: a perspective
Algorithm to determine the optimal parameters of a polynomial Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
A generalization of the Wiener rational basis functions on infinite intervals. I: Derivation and properties
Asymptotics for zeros of Szegő polynomials associated with trigonometric polynomial signals
Generalized Szegö theory in frequency analysis
Asymptotics for Szegö polynomial zeros
Applications of Szegö polynomials to digital signal processing
Spatial prediction and ordinary kriging
Sparsity based nonlocal image restoration: an alternating optimization approach
Estimation and information in stationary time series
Quantitative results on continuity of the spectral factorization mapping in the scalar case
The computation of orthogonal rational functions and their interpolating properties
A note on the estimation of evoked response
Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
Denoising methods for thermomechanical decomposition for quasi-equilibrium molecular dynamics simulations
Numerical solution of linear equations with Toeplitz and vector Toeplitz matrices
Computational aspects in applied stochastic control
Nonparametric asymptotically efficient estimation of a signal in the nonlinear case
Weak convergence and boundedness properties of measures in frequency analysis
Deconvolution: a wavelet frame approach
Algorithm to determine the optimal parameters of a Wiener filter-extrapolator for nonstationary stochastic processes observed with errors
On dynamic generalized linear models with applications
Quantum control and information processing
Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling
Innovated higher criticism for detecting sparse signals in correlated noise
Linear approximations of nonlinear FIR systems for separable input processes
Stable solutions of some ill‐posed problems
A robust continuous-time fixed-lag smoother for nonlinear uncertain systems
Autoregressive approximations to nonstationary time series with inference and applications
Stochastic processes and statistical inference
Some new classes of Hardy spaces
Szegő's theorem and its probabilistic descendants
On interpolation of smooth processes and functions
Wavelet denoising techniques with applications to experimental geophysical data
Covariance matrix estimation for stationary time series
Forecasting continuous-time processes with applications to signal extraction
2D solitons in Boussinesq equation with dissipation
Cleaning large correlation matrices: tools from random matrix theory
Unitary orthogonalization processes
Fourier-Galerkin method for 2D solitons of Boussinesq equation
Estimation in functional lagged regression
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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