Correlation theory of processes with random stationary 𝑛th increments
From MaRDI portal
Publication:5895696
DOI10.1090/trans2/008/05zbMath0080.34903OpenAlexW4237099064MaRDI QIDQ5895696
Publication date: 1958
Published in: Twelve Papers on Function Theory, Probability and Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/trans2/008/05
Related Items
Harmonic statistics ⋮ On the angle between past and future for multivariate stationary stochastic processes ⋮ Anomalous diffusion: fractional Brownian motion vs fractional Ito motion ⋮ Quantifying Model Uncertainties in Complex Systems ⋮ Universal Poisson-process limits for general random walks ⋮ Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation ⋮ Minimax interpolation of sequences with stationary increments and cointegrated sequences ⋮ Interpolation of functionals of stochastic sequences with stationary increments ⋮ Minimax-robust filtering problem for stochastic sequences with stationary increments ⋮ Minimax interpolation of stochastic processes with stationary increments from observations with noise ⋮ Spectral design of anomalous diffusion ⋮ Power Brownian motion ⋮ Weird Brownian motion ⋮ Observation time dependent mean first passage time of diffusion and subdiffusion processes ⋮ A note on processes with random stationary increments ⋮ Intrinsic random functions on the sphere ⋮ Characterization of self-similar processes with stationary increments ⋮ The Poisson aggregation process ⋮ Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 ⋮ Large scale reduction principle and application to hypothesis testing ⋮ High dimension low sample size asymptotics of robust PCA ⋮ MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES ⋮ Sampling and estimation problems for three dimensional spatial stationary and non stationary stochastic processes as encountered in the mineral industry ⋮ A class of second-order stationary random measures ⋮ Fractional motions ⋮ A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times ⋮ Wavelet analysis and covariance structure of some classes of non-stationary processes ⋮ Universal spectral densities: white and flicker noises ⋮ Estimates of functionals constructed from random sequences with periodically stationary increments ⋮ A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction ⋮ Benoît Mandelbrot and fractional Brownian motion