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)

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
Title not available (Why is that?)
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
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

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