scientific article; zbMATH DE number 3054885

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

Cited in

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Estimation in functional lagged regression
Limit theorems for filtered long-range dependent random fields
On Kalman smoothing for wireless sensor networks systems with multiplicative noises
Toward Bayesian Data Compression
On hyperbolic decay of prediction error variance for deterministic stationary sequences
A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation
Response of Linear Time-Dependent Systems to Random Inputs
Response of Undamped Systems to Noise
Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
Steady‐state Kalman filtering with nonstationary noise
Patterns and structure in systems governed by linear second-order differential equations
Measurement, information and uncertainty
Wiener filtration versus averaging of evoked responses
Best prediction in linear models with mixed integer/real unknowns: Theory and application
Kalman 1960: the birth of modern system theory
An approach to robust control design
Stationary process and harmonic analysis
RECOVERING STATE TRAJECTORIES FROM OUTPUT MEASUREMENTS AND DYNAMIC MODELS: A COMPUTATIONAL COMPLEXITY POINT OF VIEW
Diffraction tomographic imaging algorithms II: Random data inversion and super-resolution
Moving-weighted-average smoothing extended to the extremities of the data. III. Stability and optimal properties
Minimax-robust filtering problem for stochastic sequences with stationary increments
NONLINEAR FILTERING OF SMOOTH SIGNALS
Approximation and Variance
Rational approximation in linear systems and control
Program CC's implementation of the wiener-hopf lqg optimal control problem
An iterated parametric approach to nonstationary signal extraction
State space representation for arbitrary orthogonal rational functions
Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries
Clustered and deep echo state networks for signal noise reduction
Low frequency filtering and real business cycles
Strange properties of linear reservoirs in the infinitely large limit for prediction of continuous-time signals
Kernel methods in system identification, machine learning and function estimation: a survey
Interpolation†
Gabor discretization of the Weyl product for modulation spaces and filtering of nonstationary stochastic processes
Stochastic processes and statistical inference
High frequency spectra and analyticity properties of time series in classical fluids
A double-stage piecewise recursive filter for real-time applications
Linear quadratic control revisited
Efficient spatio-temporal Gaussian regression via Kalman filtering
Estimation of response function in a dynamic regression model
A spectral Szegő theorem on the real line
The variance profile
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
Prediction theory and Fourier series in several variables
Prediction theory and Fourier series in several variables. II
Computing the Hilbert Transform on the Real Line
Bauer's spectral factorization method for low order multiwavelet filter design
Four-dimensional variational data assimilation of a turbulent jet for super-temporal-resolution reconstruction
Sensitivity studies of tapped delay line filters applied to a passive sonar system†
A factorization on the semi-infinite interval. I: General theory
Linear and non-linear filters for linear, but not gaussian processes†
Outlier resistant filtering and smoothing
Incomplete information equilibria: separation theorems and other myths
Asymptotic behavior of the prediction error for stationary sequences
Cornerstones of sampling of operator theory
Hereditary laws and nonlinear integral equations on the line
On causal extrapolation of sequences with applications to forecasting
Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model
Aspects of prediction
The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters
A Toeplitz algorithm for polynomial J-spectral factorization
Robust Wiener filters
Estimating linear time-invariant models of nonlinear time-varying systems
A historical essay on the scientific school of V. A. Yakubovich
Kawahara solitons in Boussinesq equations using a robust Christov-Galerkin spectral method
Stochastic image denoising based on Markov-chain Monte Carlo sampling
From the underdamped generalized elastic model to the single particle Langevin description
Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems
Optimal linear filtering theory and radiative transfer: Comparisons and interconnections
A fuzzy neural network based extended Kalman filter
Integral constraints on the accuracy of least-squares estimation
System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
On Wiener filtering of certain locally stationary stochastic processes
Orthonormal expansions for translation-invariant kernels
Asymptotics for prediction errors of stationary processes with reflection positivity
Stochastic filtering methods in electronic trading
Spline-based deconvolution
Interpolation of functionals of stochastic sequences with stationary increments
On Toeplitz forms and stationary processes
Gyroscopic tracking systems in the presence of multidimensional random disturbances
Discrete-time system modelling in \(L_{p}\) with orthonormal basis functions
Detection of rolling element bearing defects by adaptive filtering
On the asymptotic behavior of a finite section of the optimal causal filter
Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis
John W. Tukey's work on time series and spectrum analysis.
Modifications of the moments in frequency analysis
On fixed-point smoothing for descriptor systems with multiplicative noise and single delayed observations
Differential equations in control synthesis problems. I: Ordinary systems
Estimation and detection theory for multiple stochastic processes
Some aspects of diffusion processes
Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
Orthogonality Measures and Applications in Systems Theory in One and More Variables
Toeplitz order
On multivariable matrix spectral factorization method
scientific article; zbMATH DE number 3480462 (Why is no real title available?)
Best approximation of the identity mapping: The case of variable finite memory

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